module-init-tools
You need to download it to use 2.6 kernels.
Slackware-current package:
http://slackware.com/pb/?vers=slackw...ols-3.0-i486-1
It gives you a new version of modprobe, I believe, and other utilities the new kernel needs.
Difference between 2.4 and 2.6? Quite a lot. 2.6 is supposed to be about 10% faster during normal desktop use. You might experience new problems though.