I have no idea how much experience you have with Linux, but...
Did you install the 2.6.5 kernel? The guide at
http://h00045ad2a5c0.ne.client2.attbi.com/jaydolan/igp.html mentions the
make menuconfig, but it doesn't mention any other part of the installation. Once you've saved and exited the config, type
make && make modules_install. Once all that stuff is finished, type
cp arch/i386/boot/bzImage /boot/kernel-2.6.x then
cp System.map /boot/System.map-2.6.x and THEN
cp .config /boot/config-2.6.x (replace all the x's with whatever the last digit of the kernel is - in this case, it would be 5).
Then you need to edit your boot loader config file (in my case,
/etc/lilo.conf) and (if it's LILO) change the line that says
image=/boot/vmlinuz* to
image=/boot/kernel-2.6.x. Save and exit the config file. Then you need to update the boot loader itself with a
/sbin/lilo. Then you can restart and you'll hopefully find yourself booting into a 2.6.x kernel!
Sorry, but I have no idea how to edit the GRUB boot loader, as I never use it
. If YOU use GRUB, just ask and somebody else can probably tell you.
*Can't remember what the default kernel is called, but vmlinuz sounds right, but it might be called something else.
Hope that helps!