This document shows you a way of changing your old kernel and iinstalling the new one. The way to install it is(work as root): 

   1.Copy the compressed file file.tgz into your root account in 	/usr/src directory. 
   2.Decompress it by doing gzip -cd file.tgz 
   3.Install it by doing tar -xfv file.tar 
   4.Do cd /usr/include 
   5.Do rm -rf linux 
   6.Do rm -rf asm 
   7.Do ln -s /usr/src/linux/include/linux linux 
   8.Do ln -s /usr/src/linux/include/..... asm(..... is your 	architecture. So for Intel users it should be asm-i386) 
   9.Do cd /usr/src/linux 
  10.Do make mrproper to configure system properly. 
  11.Do make config to reconfigure it. 
  12.Do make dep; make clean to install new settings. 
  13.Do make zImage or make vmlinuz( as appropriate). This creates 	image file for the new kernel. 
  14.Do cp /usr/src/linux/arch/i386/boot/zImage /old_kernel_image( 	which can either be vmlinuz or zImage again. 
  15.Reboot and you should have your new kernel installed. 

Note: In usr/src/linux/ there is a file called README, when you 've finished the first three steps read it for more extended information for the rest of the installation of the new kernel.