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Kernels have many attributes---I'm not sure that PAE or Xen would be considered "kernel types"---It think that it is more correct to say that kernel was "compiled to support <<something--eg PAE>>"
"default" is certainly not a type of kernel. "default" simply means the action that will be taken if you don't do anything. For example, if you have 2 kernels installed, you can set either one to be the default by editing the GRUB menu.lst file.
If you look in your package manager, I am betting that you will see packages for the kernel supplied that are built with PAE or XEN support. They probably wouldn't be the one called default, and probably have PAE and XEN in their package names, which you can check for by looking in grub's menu.lst file and at the filenames in your /boot/ directory. Also examine the .config-* files in /boot/. This are the configuration files used to build the kernels. You can learn other things about how your kernel was built, such as whether particular devices are supported.
A kernel with default in it's name (the vmlinuz file) refers to the options that your distros regard as default. Default in grub's menu.list refers to which kernel is booted by default if you don't select another.
I was expecting one of the more experienced Linux users here to comment on the age of 2.6.9.
I don't actually know where to look that up. But I expect it is rather old, because of the "hugemem".
If I understand correctly, hugemem is a kernel option in RHEL 4 that was dropped from RHEL 5, because using it is usually a bad idea. It is needed for 32 bit kernels for very large amounts of ram. I'm not sure exactly how much ram you can support with PAE without hugemem (somewhere around 12GB to 16GB). Hugemem also allows a slightly larger per process virtual address space than ordinary PAE.
Hugemem is a bad idea if you don't need its features (if you have 12GB or less and don't need the extra virtual space) because it has extra overhead and some compatibility issues.
Hugemem is usually a bad idea if you do need its features because a 64 bit kernel does a much better job than hugemem at supporting the kind of 32 bit applications that would need hugemem. If you are running such applications on a cpu that can't run a 64 bit kernel, you are probably doing major enough processing on obsolete enough hardware that buying a new computer would make more sense.
I don't know much about RHEL 4, including I don't know how you select PAE without hugemem. Especially I don't know why one would use RHEL 4. If you don't want to pay for RHEL 5, you can get Centos 5. I certainly would prefer Centos 5 to RHEL 4, even if the RHEL 4 still had prepaid support.