I would like to append a cautionary-tale here for anyone who is now running a 2.4 kernel and is contemplating an upgrade to 2.6 ...
Changing the major release level of your kernel (from the command line, use uname -s) is something that you should do by installing a new "distro," or the appropriate new CD-ROM of the "distro" that you are now using. There are numerous, sometimes subtle differences between the major-releases which make the transition process tricky to perform; but it has been altogether automated by the distro-writers.
Second, any change to the kernel (or to certain system libraries such as glibc) is a non-trivial process that you should read about carefully, practice and master ... considering what you are about to do, what impact upon the system it may have, and what your "exit strategy" is. You certainly need to have a "rescue CD" and to have practiced with it so that you actually know how to use it. It helps considerably to have a second computer, also with access to the Internet, for use while you upgrade the first. You can find your system seriously hosed... if you "go off half-cocked."
A search of this site .. of the forum, the wiki, the FAQs and so-on .. should be a compulsory exercise before you engage in any upgrade.
Also, you should always be working with the latest distribution materials. It's no good to grab that "Red Hat 7" disk that you got at a used-book store, when you could download and burn, or order, a CD-ROM of a "Fedora Core." A lot of things happen in the Linux world and they happen very fast.