I have looked in the menu>preferences>system administration>linux kernal

After I change and save, then it okay a message pops up saying:
Your kernal configuration has been saved.

You need to run 'mke symlinks dep' now.

what is this and what does it mean?

Okay... first of all, sit back and relax. Plan to do some searching on this web-site beyond the basics I'll try to outline for you here.

As you know, "the kernel" is that memory-resident program which is loaded into your system's RAM at startup and which controls the basic operations of the machine for as long as it's turned on. The kernel consists of both resident portions and kernel modules, the latter of which can be loaded and unloaded on-the-fly as required.

When you "configure" a kernel, what you're actually doing is setting a bunch of options, in a hidden file named .config, which will be constantly referred-to when you compile, or "build," the kernel program. (By the way, make a safe backup copy of .config, using some other name and location, each time you fiddle with it!) The configuration-file is basically a list of "options," of what to include in the kernel, what to put in as a kernel-module, and what to leave out.

When you're through, the make command (perhaps using options like "depmod" or "modules-install" or "install" as the case may be, will carry out that whole complicated process automatically. It will create a kernel-image that contains the options you've selected, and perhaps, install it for you in the /boot directory and in your boot-time startup menu.

When you reboot the machine, that's when the kernel you've built will be loaded into memory and it will control the machine. Sometimes you find that things don't work right, so you shut the machine down and reboot using the previous, "known good" kernel that you were using before. It takes a little planning and discipline but you'll get the hang of it quickly.

Now... before you proceed any further with what you're doing, sit back and relax ... read some of the other stuff on this site ... puzzle it out a little bit ... and then move ahead cautiously. When fiddling with kernels, always give careful thought to what you're doing and to what you'll do if things don't work out quite as they should have. It's not difficult, by any means, but it's also not for the unwary. There are surprises out there, all well-documented and easily avoided.

(Which is not to say, btw ... ... that all of us haven't ed things up now and then.)