I downloaded all the kernel source with "cvs co -P syssrc" which was 
very successful. I then moved it to the right place, configured my 
kernel. No errors, this time, since it could find all the necessary bits.

I typed "make build" and it is now doing that, when I wake up tomorrow, 
it will presumably be done and I can type "make" and look forward to (in 
40 hours or so?) a nice new kernel.

My problems stemmed for an unfortunate series of events, that things 
were slightly broken, but since this was the first time I followed the 
steps, I didn't realise; although I was okay in my own steps!

Anyway, it's all working fine now. Thanks to all for help and patience.

All the best.

Matthew