ahhhhhhh...i guess i have to write a long reply..i`ll tell u the way i do it when i compile my kernel...i`ll recommend u to try compiling kernel 2.4.22 rather than 2.6.* ( i didnt have good experience with 2.6.*)
 
alright baby..lets go
 
Note: I have written all commands in red
 
lets go step by step....
 
1. download kernel source .tar.gz or .tar.bz2 format from www.kernel.org
for example there will be file like linux-2.4.22.tar.gz
 
2. copy it to /usr/src by following command:
 
cp filename.tar.gz /usr/src
 
3. cd to the /usr/src directory
 
cd /usr/src
 
4. issue the following command to uncompress the file
 
tar -xzf linux-2.4.22.tar.gz
 
it will extract kernel sources to /usr/src directory
 
right now directory for 2.4.22 will be
 
/usr/src/linux-2.4.22
 
5. create a symbolic link /usr/src/linux to point to /usr/src/linux-2.4.22
using the ln -s command:
 
cd /usr/src
ln -s linux-2.4.22 /usr/src/linux
 
6. cd to /usr/src/linux
 
cd /usr/src/linux
 
7. now issue following command
 
make xconfig
 
this will start a gui based configuration tool...where u will select the kernel options.Make sure you set fat, vfat and ntfs support and other required options.
 
Also it is recommended, that when the configuration is complete, you save the settings to a file on the hdd using the save to file option, so that the next time you recompile, you can directly load the configuration from the saved file and proceed to the next step
 
8. issue following command
 
make dep
 
9. issue following command
 
make clean
 
10. issue following command
 
make modules
 
11. issue following command
 
make modules_install
 
12. issue following command
 
make bzImage
 
now when make bzImage is done. open your grub.conf and make a backup copy of it, just to be careful forexample i did this cp /etc/grub.conf /etc/grub.backup.
 
13 . issue following command
 
make install
 
after make install is complete. open /etc/grub.conf and check if the entry of old kernel is still there or not. if its not there, open the backup of grub.conf that we created and copy and paste the entry of old kernel into grub.conf. if the old kernel entry is already there, thats great.
 
now reboot your system and enjoy new kernel.
 
Note: There is a way to compile kernel through rpms, but doing it source way lets u experience some cool speed plus totally your own kernel configurations, so i prefer this

The easiest way is by apt-get rpm. It will update the kernel for you.

...And if you go with Outstream's method, and you happen to have lilo as your bootloader, not grub, make sure to run lilo before rebooting/restarting the system. See step #6 at the following article;
 
http://www.justlinux.com/nhf/Compiling_K...ed_Systems.html

okay fellas,
 
Which way would you choose, the easy option or the more difficult option? Bearing in mind I'm thinking of the auto upgrade, cos there's less to mess up. What's the worst thing that can happen if I mess up. Will it cause my linux system to not boot up?
I'm very grateful for all your replys.
What a steep learning curve this seems to be.
 
Thanks Again
 
hunkykernel

I do it with apt-get, and the latest updated kernel always works well for me. Unless there are special things you want to compile into it, apt-get will fix things for you with very little effort. Do you have apt-get installed?

Don't know! if I have apt-get where would yer find it?

You have to install it. Go here and download the two binary packages. Installation should give no problems. Then open a terminal and as root type:
 
apt-get update [enter]
 
When it finishes, do the above again.
 
Then type:
 
apt-get install synaptic [enter]
 
after it finishes, type:
 
synaptic [enter]
 
The Synaptic gui should then come up. Type in the name of packages you want to install in the search box and press enter. Follow the intuitive gui instructions. You can install many apps for Red Hat 9 using this, and it will solve all dependency problems for you! Good Luck!