Next we need to select the extra options that we will use in our traffic control:

make menuconfig

which will bring up a text-based menu system. You will need to select the following options:

Networking --->
 Networking options --->
  [*] Network packet filtering (replaces ipchains) --->
   IP: Netfilter Configuration --->
    <*> Connection tracking (required for masq/NAT)
    <*> Userspace queueing via NETLINK
    <*> IP tables support (required for filtering/masq/NAT)
    <*> limit match support
    <*> IP range match support
    <*> MAC address match support
    <*> Packet type match support
    <*> netfilter MARK match support
    <*> Multiple port match support
    <*> TOS match support
    <*> recent match support
    <*> ECN match support
    <*> DSCP match support
    <*> AH/ESP match support
    <*> LENGTH match support
    <*> TTL match support
    <*> tcpmss match support
    <*> Helper match support
    <*> Connection state match support
    <*> Connection tracking match support
    <*> Owner match support
    <*> Packet filtering
    <*> REJECT target support
    <*> LOG target support
    <*> ULOG target support
    <*> TCPMSS target support
    <*> Full NAT
    <*> MASQUERADE target support
    <*> REDIRECT target support
    <*> NETMAP target support
    <*> SAME target support
    <*> Packet mangling
    <*> TOS target support
    <*> ECN target support
    <*> DSCP target support
    <*> MARK target support
    <*> CLASSIFY target support
    <M> raw table support (required for NOTRACK/TRACE)
    <M> NOTRACK target support
    <*> ARP tables support
    <*> ARP packet filtering
    <*> ARP payload mangling
  QoS and/or fair queueing --->
   <M> HTB packet scheduler
   <M> SFQ queue
   [*] QoS support
   [*] Rate estimator
   [*] Packet classifier API
  <M> Firewall based classifier
  [*] Traffic policing (needed for in/egress)

Now it's time to compile the new kernel. This can take an hour or so you will need to be patient:

make clean
make
make modules
make modules_install

Make sure that there are no errors with each step before continuing. There may, however, be warnings. I just ignored them and everything worked out fine. If the compile completes successfully, there should now be a file called bzImage in /usr/src/linux/arch/i386/boot.