It's best not to ask questions off-thread, someone else might be able to
use the same answer you seek.
Well I have never done it, but I hear it's easy...
I am paraphrasing here: http://www.sysdesign.ca/guides/linux_kernel.html
1) download the kernel sources
2) Configure the kernel options: make menuconfig
3) Compile the dependencies make dep
4) Compile the kernel itself make bzimage
5) Make the modules make modules
6) install the modules make modules_install
7) copy the kernel
8) Tell your bootloader, the website above shows procedure for Lilo, you probably use grub...
I have never done it myself.