This node to help CaptainSpam; it may also work for you, but no guarantees

Download the latest kernel sources from, or a mirror.

I do the next step in /tmp
gunzip and tar -x it, if you got the tar.gz

Then move the directory to /usr/src/linux-XX.YY.ZZ where the XX.YY.ZZ is the version number and revision number.
At this point you should move the existing /usr/src/linux symlink.
cd /usr/src/linux
You have 4 options:
1) make oldconfig; if you have previously compiled your kernel;
2) make config; step by step through each question, may be unfriendly;
3) make menuconfig; what i usually choose; a menu system for configuration of options;
4) make xconfig; (i think... i don't use it);

go for make menuconfig

Tweak till your heart is content. Then make dep.
If you use lilo, make lilo. If the kernel is too large, make bzlilo. Then rerun lilo.

If you don't use lilo, then make zImage. If the kernel is too large, make bzImage.

If you compiled anything as a module, then make modules followed by make modules_install