Have a read of this thread first

Try and compile a hijack kernel first. If you can do that (it's not very hard) you're on your way. There wasn't really anything in one spot that I found until I wrote my part of this thread. Look for my step by step post, but read the entire thread top to bottom.

Mine was all done on a Redhat 7.2 box. If you want to try a Windows development environment it will be a lot harder.

That should get you started at least.