The statically linked module is one that is built into the Linux kernel. You can build the kernel by getting the sources from www.kernel.org
and downloading the kernel. The file README will tell you how to build it. Then, during configuration you select what modules you want and if they will be loadable or built in. If you have a loadable module, then you use the command "modprobe" to load it. For example, I have Firewire, so I need to load the Firewire modules and one such command is: "modprobe ieee1394".