I recently tried to compile 2.6.6 and refused to even make menuconfig because it was unable to find some files. So i decided to try with 2.4.26. The menuconfig was Ok, but then after "make dep" it returned the same error like 2.6.6 (it was complaining about missing <limits.h>. I found the file that required it and I edited it:
from:
#include <linux/limits.h>
to:
#include </usr/src/linux/include/linux/limits.h>

It worked for make dep, but when I do make bzImage it complains about other include files and this is because it doesn't know the path to them. I can't edit hundred of files so I need to find a way to tell the compiler or make or whatever needs this files the path to them. I don't know why it can't find them itself.

The question is how to specify the path to this files or am i doing all of this wrong?

There shouldn't be a need to edit something using the 'make menuconfig' command to edit the default kernel configuration and to compilte it. So there's something else wrong with your system.

Did you install the kernel headers package that came with the Slackware version you are using ? In case of 9.1 you can grab an updated package from the /slackware-9.1/patches/packages/ dir on the slackware ftp server or mirror.

Thank you. The problem was exactly this. i thought I have it but it wasn't in /var/log/packages so I installed it and it worked and now the bzimage is ready. Thank you for the fast response.