Personally I had to download it to my Windows box and burn a CD, reboot into Linux, and then install.
Before you burn the CD, make sure you read the Changes file and make sure you download all of the files that the newer kernel is dependent upon.
In windows, I used Winzip to look at the *.tar.gz kernel file, opened the Documentation subdirectory, and read the Changes file to find out what versions of the dependent files that I needed.
Once you get the kernel and all dependent files, read:
http://www.linuxnewbie.org/nhf/intel...ernelcomp.html
HTH.