Build Kernel 
iDog
Use Linux 2.6.12 as an example.
 Preperation 
-  download kernel: http://www.kernel.org/
 -  backup the current source code if available: (linux below is a soft link)
 
cd /usr/src
mv linux linux.bak
-  unzip the source code downloaded:
 
tar xvfj linux-2.6.12.tar.bz2
-  configuration according to your target machine
 
cd /usr/src/linux
make mrproper
make menuconfig
-  build kernel and install it
 
make
make modules_install
make install
Check /boot to see that the kernel is installed properly.
-  configure grub if it was not done automatically (in 2.6.18, it's surely done by make.)
 
cd /boot/grub
# edit menu.lst
vi menu.lst
# add following lines:
title Fedora Core (2.6.12_Han_050620)
        root   (hd0,11)
        kernel /boot/vmlinuz-2.6.12_Han_050620 ro root=LABEL=/ rhgb quiet
        initrd /boot/initrd-2.6.12_Han_050620.img
Restart machine, enjoy the new kernel!