Get your Kernel Sources from either a repository or from the kernel website
Create the symbolic link from the location of your sources to /usr/src/linux
ln -s /usr/src/linux /usr/src/linux-2.6.22-r8
Use
cd /usr/src/linux
make menuconfig
To set your kernel optionsThen
make dep
make clean
make bzimage
make modules
make modules_install
make install
Now you have to modify your /boot/grub/menu.1st by hand
Reboot and choose your new kernel