make sure your boot partition is mounted(if in doubt, just run 'mount /boot').
now you copy your kernel over, so 'cp /usr/src/linux/arch/i386/boot/bzImage /boot'. now the kernel is in there but it wont boot, nothing is telling it too.
so now you have to update your bootloader(either lilo or grub. i only know lilo). so you open up the config file(like /etc/lilo.conf or grub.conf), and add a new section folling the format. basicly the exact same thing with a different title and image(same root too).
or just cheat and run 'make install' :) then you can test out your new kernel on next restart.
<edit>
more typos than usual.