Quick answer
make xconfig
make dep
make clean
make bzImage
make modules
make modules_install
make install
lilo
reboot
Depending on your distro, the make install ; lilo ; reboot part may or may not work! You'd need to read up on lilo to make sure.
The other option is to read the documentation
http://www.tldp.org/HOWTO/Kernel-HOWTO/index.html
It is rather a long process and can leave you with a crippled machine!
Darren.
