if after a 'modprobe', the modules don't show up, then you don't have them installed. if you built them directly into the new kernel you made, then they obviously shouldn't be there. if you inlcuded them as a module, then modprobe will get them.
if by some freak chance they don't show up even though you included and compiled them, you should be able to find them in /lib/modules/linux-2.4.20 (or whatever the name of the kernel is that you just compiled.
i used to use fluxbox a lot, and it isn't too hard to configure. you can use all of the general option offered, pick themes, or if you really want to go all out, you can design your own themes. you can check out http://fluxbox.sourceforge.net/docbook/en/html
for all sorts of info on how to do this, and a dictionary of terms you can use.