You ought to just go to www.??.kernel.org
(??=your country, eg: ca=canada) and/or locate a kernel archives mirror you like, and download the kernel source from there, using your other machine with internet access. Download the 184.108.40.206 archive, which will be about 40-50MB, as well as the md5 checksum file for it. After verifying the md5sum, simply copy the archive over to the Zenwalk machine and extract it in the /usr/src/ folder. If necessary, create the 'linux' symlink there too, pointing to the folder which you have just extracted to (probably called 'linux-220.127.116.11').
If you actually need to build the kernel, or otherwise use/adjust/configure the kernel, and want the configuration file from your running installation, go to /proc and locate the file 'config.gz' and extract it. Copy the resulting file into your new kernel source folder, rename it something you will recognize, and if you need to run a kernel compile or sync your system with the kernel, then run 'make clean' and 'make xconfig', load this config file, save it as .config, and type 'make prepare' and your machine should now be as it would have been had the kernel source come with it to begin with.