Trying to compile my own kernel - getting kernel panic...

Well, I first downloaded the vanilla 2.6.9 source, but I decided to go with the FC3 kernel src rpm instead, at least for my first try at kernel building. I think I got all the config settings right for my system as far as PCI, video, sounds, etc, and I selected built-in on RAID/LVM and on the ext2/3 filesystems as well. I did the make clean, make bzImage, make modules, make modules_install, etc.. like in the Kerbel-HOWTO, and I configured grub righ as well. I keep getting a kernel panic with the following message:

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sb: can't grab irq 65535
sb: can't grab irq 65535
sb: can't grab irq 65535
Kernel panic - not syncing: VFS: unable to mount root fs on unkown-block(0,0)
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I intended to build the filesystem support into the kernel so I didn't need an initrd, but I am using an LVM setup for my "/" and have my /boot as a separate ext3 partition, so I thought maybe that is why it can't mount the kernel. I started over and recompiled, but when I got to trying the mkinitrd command, I got a command not found. I tried yum install mkinitrd, but it couldn't find any packages.

The other binary kernels I have use both a "vmlinuz" and an "initrd" file, so am I building the wrong thing with the make bzImage command? How do I build a "vmlinuz," or will a bzImage work?

Do I need to make a initrd, and which package do I need to yum install?

Here is part of my grub.conf
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#Working binary kernel
title Fedora Core (2.6.9-1.681_FC3)
   root (hd1,0)
   kernel /vmlinuz-2.6.9-1.681_FC3 ro root=/dev/VolGroup00/LogVol00 quiet
   initrd /initrd-2.6.9-1.681_FC3.img

#My custom kernel that doesn't boot
title Fedora Core (2.6.9-CUSTOM)
   root (hd1,0)
   kernel /bzImage-2.6.9_custom ro root=/dev/VolGroup00/LogVol00 quiet
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