I don't know too much dtail about linux kernel and loadable module but it seems that unlike Windows DLL which resolved with function name only meaning that so long the function behave the same with the same function name they are freely replacable, linux kernel and its loadable modules must come as a whole(a new kernel means a recompile of all modules). So if it is a hard disk install, custom kernel should be relatively safe(as the installation is complete) but if it is non-hd install, one cannot expect it to work by just replacing the vmlinuz and use the modules on the CD.