replace XX with version
make sure you have your compilers installed....


cd /usr/src
wget -c http://kernel.org/pub/linux/kernel/v2.6/linux-2.6.xx.tar.bz2
tar xvfj linux-2.6.xx.tar.bz2
cd linux-2.6.xx
make mrproper
make oldconfig (this will get you very close to a working kernel as supplied by Red Hat)
make menuconfig (or config or xconfig);this is where one can tweak the configuration
make
make modules_install
make install