Yah... you can kinda do that, it depends on how far you are willing to go
One of the install stages of Slackware asks you how you want to install a kernel. You can either choose on of their defaults or install your own from somewhere else.
-->One option is to make the 2.6 kernel on your system and then burn it to CD
-->Another option is to download the 9.1 slackware distro and replace the 2.4 kernel with the 2.6 kernel
** to do this one you will want to do something like
wget -r
ftp://ftp.cerias.purdue.edu/pub/os/s...slackware-9.1/
in a new directory (once it is all downloaded, go into the /kernels directory and replace 'em)