You have two options here.
#1. Apply 4 patches to get your current 2.6.5 source up to 2.6.9
or
#2. Download the full 2.6.9 source and un-pack it to /usr/src/linux-2.6.9
Patching has to be done in order, meaning you have to apply the 2.6.6 patch, then 2.6.7, 2.6.8, and finally 2.6.9. Once those have been applied, your source code will be equal to 2.6.9. Then compile your kernel with make menuconfig and set all your changes.
I had asked a similar question, so check out
http://www.linuxquestions.org/questi...ighlight=patch
If you go for downloading the full source, please choose a mirror and not directly from kernel.org. Download it to /usr/src/
tar xvzf linux-2.6.9.tar.gz
cd linux-2.6.9
make menuconfig........
If you need more info, post and I'll check back throughout the night