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First, if your a newbie then don't mess with the kernel until you actually understand what your doing.
Second, by the time you do understand what your doing, you'll have noticed the 5,000,000 sets of instructions for compiling a kernel that are all over the internet.
FIrst off, unless you have some hardware that needs to be supported via kernel upgrade/compiling, I would strongly suggest you skip it until you are more familiarized with the process. One mistake and you kiss your system godd-night.
(Though theres still the possibility of using a rescue disk, but why risk your system.
As far as actually compiling the kernel goes, assuming you already have a valid .config file in place, I typically mount my boot partition, and then run
Code:
make && make modules modules_install install
. Then I edit my grub.conf if needed to make sure I can select the new kernel to boot from, and then I'm good to go. But as the others have recommended, if you don't know what you are doing yet and you aren't trying to recompile in order to get hardware support, I would wait.
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