What distribution do you use? There might be a specific method for yours.
The generic is:
*as user:
cd linux-2.6.18
make oldconfig => this will take your running /boot/config-`uname -r` file as a reference.
change your settings here (don't modify by hand the .config!!)
make clean
make
*as root:
make install
Then update your /boot/grub/menu.lst to add a new section for your new kernel.
Keep your old kernel and old kernel section in grub in case something goes wrong!
ps:
google is your friend also