Please note that the latest stable kernel right now is 2.6.32.2:
http://kernel.org/
The 2.6.33 kernel is currently at RC status.
You can get pre-compiled Ubuntu kernels as .deb packages from here:
http://kernel.ubuntu.com/~kernel-ppa/mainline/
The 2.6.33 RC2 Ubuntu kernel is right at the bottom of that page:
http://kernel.ubuntu.com/~kernel-ppa...e/v2.6.33-rc2/
If you want to compile your own kernel, Debian based distros can use the
KernelCheck package that is said to make it easy to roll your own Ubuntu kernel:
http://www.ubuntugeek.com/automatica...in-ubuntu.html
I have never tried compiling my own kernel in Ubuntu. I have managed to compile working kernels in Zenwalk and Slackware, since those 2 distros both use "plain vanilla" kernels. If I wanted a newer kernel for Ubuntu I would use one of the PPA kernels in the first link, or I would try using KernelCheck as discussed in the second link.
Here is another article on compiling a kernel in Ubuntu if you want to try it the manual way:
http://www.howtoforge.com/kernel_compilation_ubuntu
Please let me know if any of those links work well for you.