First of all, you need to find out which kernel you are running to begin with,
it won't do you any good to have the source for the 2.6.5 kernel if you are running 2.4.22 to accomplish this, (as root) run
this will output which version of the linux kernel you are running,
pay attention to the whole thing, as it makes a huge difference, distro to distro. For example, 2.4.22-mdk-smp is not the same as 2.4.22.
Once you know exactly which kernel you are running, go to
http://www.rpmfind.net and do a search for that kernel
You'll need a source rmp (SRPM) rather than just a compiled rpm.
Once you've got the correct source, install it, and make note of where it installs to, you may have to create a softlink from /usr/src/linux-2.6.5 to wherever the source code went
Best of luck
Smee