No, it is not a bug, although you can fix the link to point to the rc.modules-2.6.17.13-smp file if you like.
Slackware will look for a suitable "rc.modules" file it can use, and there is a certain order in the way it looks for a good one: first it will look for a "rc.modules-<kernelversion>", then for a symlink called "rc.modules" and ultimately it will look for a real actual file called rc.modules.
The first file that isfound will be used.
In your case, the rc.modules-2.6.17.13-smp file is found first and used if you run the 2.6.17.13-smp kernel. If you should reboot into 2.4.33.3, then the rc.modules-2.4.33.3 file would be used instead.
Eric
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