What is the last thing the kernel does when trying to boot it?

> I'm having some slight issues with booting to my newly compiled 2.4.19
> kernel. I was following the the documentation at
> http://www.linuxnewbie.org/nhf/Compiling_Kernels/20_Steps_to_a_New_Kernel_with_Grub.html. In the doc it says to copy over the bzImage as vmlinux-2.4.19, so I did.When I added the new entry into grub.conf I noticed that I didn't have a vmlinuz-<version> and initrd-<version> in /boot. These must be necessary as I can't boot to 2.4.19.
> 
> What did I hose-up on?