So you've just compiled a new kernel and you've done on the
usual stuff, make dep ; make clean ; etc, and set it up with lilo.
But one boot you've got unresolved symbols from when depmod -a
runs, why?

Well there are usually a few reasons for this.

1. You did run make dep first after your kernel config didn't you?

2. And most common is you've compiled the kernel version that came 
   with your distribution.  In which case you problaby have all
   those modules that were installed with your distribution.
   Problem there being that the stock kernels installed are full
   of just about everything the kernel can do, and everything is
   a module.  So your new fancy kernel doesn't have all those
   features that you don't need compiled in for which many of the
   stock modules need.  Simply mv or rm the /lib/modules/kernelversion
   dir before you do a make modules_install.  If you use something like
   Mandrake or SuSe they commonly have more then one default kernel,
   to find out which one your running and which one module version dir
   you should move use uname -r to find out your module version and check
   the top of the Makefile in /usr/src/linux or whatever directory you are
   compiling the kernel in. After you've done this it's safe to run
   make modules_install again.

3. And the sometimes all to common reason is that you've compiled some
   modules with support for example nfs.  All fine and good but the
   kernel config will only compile things you told you to.  And it
   won't tell you if you've compiled modules for which the kernel 
   can't run.  Simple fix is to run depmod -a again and look at
   the errors.  If it says for example unresolved symbols on lp.o
   you might not have parallel support either in the kernel or 
   as a module.  There fore go to your /usr/src/linux/.config file
   and poke around, look at what is compiled as a module and in the
   kernel, it's usually something pretty simple like the example
   above.  If it doubt ask about them in the channel.  
   
4. And lastly it many seem like it takes a long time and you may not 
   understand every option you can turn on and off in there the
   kernel config to make it suit your computer.  There is a help
   button for almost every option, so use it often, you'll learn more.
   And please for God sake don't just start the kernel config and 
   click one option for say your sound card then recompile a kernel.
   If you're going to compile a kernel do it right.

Of course on the other hand if you didn't just compile a new kernel rule 3
also still applies