sorry im really tired, but maybe this can help a little
you extract the kernel fromt he tarball or w/e
simlink it to /usr/src/linux ( #ln -s /blah/blah/2.6sjdof /usr/src/linux)
cd /usr/src/linux
make menuconfig
make dep && make clean bzImage modules modules_install
cp /usr/src/linux/arch/i386/boot/bzImage /boot
cp /usr/src/linux/System.map /boot
and yo uneed to have your boot partition mounted to put the kenrel on it k
not sure what system uyou use or w/e, iit works for mea
edit: and you can config it other ways than make menuconfig, but thats tjust the way ido it
also dyou dont have to use the kernel from kernel.org you can use pre-patched ones like mm-sources or love sources ya know
sometimes they come with more features/patches, but can be less stable and have more bugs