Have you tried searching this site at all? There has to be literally dozens of threads that explain the steps in installing the new kernel. You can also read the kernel howto at www.tldp.org
which gives you basically the same steps taken in all kernel's, etc.
I've even explained how to install the 2.6.0 several times in the forums, so really, I'm not trying to be rude or telling you to RTFM, its just that the question your asking already has the answers waiting for you.