Building and using a custom kernel will make it very difficult to get support for your system. While it is a learning experience to compile your own kernel, you will not be allowed to file bugs on the custom-built kernel (if you do, they will be Rejected without further explanation).
If you have a commercial support contract with Ubuntu/Canonical, this will void such support.
Also note that this page describes how to do things for the Edgy (2.6.17) kernel and newer! Until this kernel source, we did not have any mechanisms in place that would allow people to build their own kernels easily. This was intentional.
More information please refer to https://help.ubuntu.com/community/Kernel/Compile , thank you.