Create Custom Linux Kernel

Download Kernel Source Code
    wget http://www.kernel.org/pub/linux/kernel/v3.0/linux-3.5.1.tar.bz2

Extract Source Code
    tar jxvf linux-3.5.1.tar.bz2

Create Config with menuconfig
    cd linux-3.5.1

    (for full text mode)

    make menuconfig

    (for X window system)
    make xconfig

    (for GTK)
    make gconfig

PS: You can load .configuration from /usr/src/kernels/x.y.z/.config (current kernel)

Compile (4-parallel for multi-core CPU)
    make -j 4