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make menuconfig is used as part of a kernel recompile. The way you've asked this question blindly without any sense of context, i'm guessing you really don't want to be doing that. maybe if you explain the actual situation you're in you'll be able to get more help.
maybe you should be a little more patient and also actually tell us WHY you think you need to recompile you kernel to support the card (which i know nothing about). what has searching google told you so far?
Searching google has told me to install USB modules, that is why I need also to recompile my kernel, and that is why I need the make menuconfig that I told you about!!!!! So I want to be doing that!!!!!
There is a good thread on the Slackware board posted by DaOne which describes the kernel recompile process and of course a huge amount of excellent reference material can always be the Linux Documentation Project: http://www.tldp.org/
Because I likewise am attempting my first kernel recompile, I found these resources to be invaluable and I'd truly be lost without them. If you have not already read them, they probably will answer many of your questions. In any case, I'd agree with the other posts that it may not be necessary to do a recompile just to solve an issue with a USB device.
On a different note, I still consider myself a newcomer when it comes to Linux, but in my experience, there are a lot of people here at LQ who not only really, really know Linux inside and out, but who also are willing to go out of their way to share their time and experience with others. That is a fairly rare and wonderful thing, and if they point you in a certain direction, in my experience it's wise to follow their advice and do a little exploring. Just my 2 cents -- J.W.