Download the source rpm file, prep the kernel source and build:
http://wiki.centos.org/HowTos
But you may find installing a CentOSplus kernel much easier;
$ rpm -qlip kernel-2.6.9-55.plus.c4.i686.rpm | grep ipx
warning: kernel-2.6.9-55.plus.c4.i686.rpm: Header V3 DSA signature: NOKEY, key ID 443e1821
/lib/modules/2.6.9-55.plus.c4/kernel/net/ipx
/lib/modules/2.6.9-55.plus.c4/kernel/net/ipx/ipx.ko
yum install kernel-2.6.9-55.plus.c4 --enablerepo=centosplus
FYI: CentOS 4.5 is available, please consider updating.