ALL,

I am trying to apply the real time patch for CentOS 6.3.
So far I have intalled the patch compiled it and now when I try to run it the machine locks up.

I am getting the error that it can't find the /lib/modules/*.dep files.

I am having trouble installing the header files.

CentOS 6.3
KERNEL: 2.6.33.9
RT PATCH: 2.6.33.9-rt31

In general, the steps for rebuilding a Redhat kernel are:

Set up the rpmbuild environment so you can do this as a normal user. Best not to do this as root.
Install the kernel source rpm, which should put the source under ~/rpmbuild.
Add your patch file in SOURCES and add to the spec file.
Run the rpmbuild command in the SPECS directory. Something like:
Once it completes, install the rpm, which will be under RPMS.

If you have unpacked the source tarball and are trying to run make manually, you will have a lot of trouble with RH config files and such. The dep files are created during make install and make modules_install in a generic kernel build, but RH does things somewhat differently.