So point it to the right file.  vmlinux-2.4.19 in your case (according to your
first mail).

> I get a Error 15 : File not found. That would be due to the entry in
> grub.conf pointing to vmlinuz-2.4.19 which is not in /boot.

> > 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?