Hi,
The default kernel will work with your Athlon just fine. A kernel compiled for i386 or i686 is the same as one for Athlon (K7), except that it's missing a few specific optimizations that may make it run faster on Athlon chips. The speed and responsiveness difference you saw was probably due to the new scheduler and preemptive kernel features in the 2.6 kernel. The Athlon optimizations, on the other hand, are a very small gain and would almost certainly be imperceptible in a desktop environment, so go ahead and run the standard kernel 2.6.9, if you want to use a precompiled kernel from RPMs.
On the other hand, if you really want speed and configurability, I encourage you to learn to compile the kernel yourself, from sources. This way, you can compile for any chip you want, enable any features you want, and even apply patches such as mm-sources that can further optimize your kernel for its task. I would advise against using RPMs for this, as they only seem to add unneeded complexity. Simply get a 2.6.10 full source package from
kernel.org, untar it into your /usr/src/ directory, set up your /usr/src/linux symlink, make menuconfig, then make and make modules_install. Then you'll have a finished kernel in arch/i386/boot/ that you can put into your /boot directory and set up grub to use. I guess it sounds difficult, but it really becomes quick and easy and is a valuable Linux skill.
HTH, and happy linuxing.