I think the easiest is to get the udpcast kernel rpm from http://udpcast.linux.lu/download/kernel-udpcast-2.6.14.4-1.i586.rpm
If you do want to compile your own kernel, make sure to use the configuration (.config) from http://udpcast.linux.lu/20051223/udpc-config.txt (Copy this as .config into your kernel tree, and make oldconfig)
However, if you have trouble with the compilation, it's easier to just use the RPM.
Alain