first download the source code for you
www.kernel.org is a good start
then uncompress it in a subfolder of
/usr/src
it a standard location beter stick to the tradition
enter inside the directory and type
make oldconfig
this crates for you a .config file that shall be based on your running kernel then
make xconfig
navigate through the bazilliions of options enabling and disabling the function you want
then if it is a 2.4 kernel type
make dep
if 2.6 go directly to the next steps:
make modules
(and sip a good looong coffe)
make modules_install
make bzImage
(note the capital "I" has to be preserved when iusuing the command)
make install
and....
reboot
(good luck)
standard disclaimer:
better have some reading before...
you can do some bad bad minstakes...
nicola