The first thing to do is to find out what kernel version your using. If you don't know, the command uname -a will tell you. If you burned more than one CD ( or if you bought RH), then the source file ought to be on one of the disks. If I remember correctly it is called kernel.versionnumber.src.rpm. If you don't have it on CD, check the Redhat site. Just be sure that the version number you download is the same as the kernel you're using.
After you have the file, just install it the way you would any other RPM.