thanks for the help, but that's a general site and I'm interested in finding something dedicated to mandrake, something like that :
http://www.mandrakeuser.org/docs/install/index.html#ku
as I remember from my days on red hat there to compile a new kernel without conflictiong with the existing ones you had to modify the sources (I don't remember where) and add to the actual kernel version you're compiling a suffix (like -today and so on) which permitted you to create a different entry for the kernel modules (but you had to use the same kernel source with the installed one to avoid conflicts with kernel headers and so on) named /modules/2.4.2-22-today (for example) made for your custom version. this way you still have the original kernel version with their modules and your custom one with your custom modules.
this kind of aspects interests me in Mandrake and if there are something esle to do to install the new version of kernel.
I think that now I was more clear in what I'm looking for.