I tried to install new kernel using synaptic. It falied.
Following is the run in terminal.
Preparing to replace initrd-tools 0.1.74 (using .../initrd-tools_0.1.77_all.deb) ...
Unpacking replacement initrd-tools ...
Selecting previously deselected package kernel-image-2.6.10-1-686.
Unpacking kernel-image-2.6.10-1-686 (from .../kernel-image-2.6.10-1-686_2.6.10-4_i386.deb) ...
You are attempting to install an initrd kernel image (version 2.6.10-1-686)
This will not work unless you have configured your boot loader to use
initrd. (An initrd image is a kernel image that expects to use an INITial
Ram Disk to mount a minimal root file system into RAM and use that for
booting).
As a reminder, in order to configure LILO, you need
to add an 'initrd=/initrd.img' to the image=/vmlinuz
stanza of your /etc/lilo.conf
I repeat, You need to configure your boot loader -- please read your
bootloader documentation for details on how to add initrd images.
If you have already done so, and you wish to get rid of this message,
please put
"do_initrd = Yes"
in /etc/kernel-img.conf. Note that this is optional, but if you do not,
you will continue to see this message whenever you install a kernel
image using initrd.
Do you want to stop now? [Y/n]y
Ok, Aborting
dpkg: error processing /var/cache/apt/archives/kernel-image-2.6.10-1-686_2.6.10-4_i386.deb (--unpack):
subprocess pre-installation script returned error exit status 1
Errors were encountered while processing:
/var/cache/apt/archives/kernel-image-2.6.10-1-686_2.6.10-4_i386.deb
Failed to apply all changes! Scroll in this buffer to see what went wrong
How should I proceed

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