If you are a newbie at recompiling the Kernel, I suggest you use make
xconfig while in KDE/Gnome. You also need to be in /usr/src/linux and
then type make xconfig. There are little help buttons to tell you what
those certain items are used for. Then when you are finished, it asks
you to type in make dep, type this in:

make dep clean bzImage modules modules_install

This will do everything without you having to type in make "whatever"
every few minutes. ; )

A good idea would be to check out one of the HOWTO's. With bzImage,
doesn't it put it the new Kernel in / ?
You would then have to drag it to your /boot directory and then
/sbin/lilo it so that it recognizes the new one. It is also a good idea
to save the old kernel, in case the new one is "broken". That way you
will still be able to boot into Linux.
Hope this helps.
dan