First off, a kernel patch will only work if you are upgrading sequentially. So if you started off with 2.2.17, you can only patch to 2.2.18, then 2.2.19, and so on. You can't patch directly to 2.2.19 from 2.2.17.
If your patch is called "patch.gz" then as root (#) you'll just have to type:
That will unzip the file. After that, you'll have to read the documentation that comes with it (if any). I haven't done a patch on my kernel, so I'm not sure what procedure to follow after that. I'll do some reading and see what I can find.
Hope it gets you started.