or : how to install non-default kernel on Ubuntu
 

The Jaunty's default kernel is 2.6.28. No matter how often you update Jaunty, it is and it will always be 2.6.28 revisions.
The latest stable kernel is 2.6.30 and will be Karmic Koala 's default kernel . (correction : earlier Karmic had 2.6.30, now it has 2.6.31, thanks popey)
2.6.30 brings many improvements and fixes and the good news is you can have it on your Jaunty Jackalope right now.
Beware though, updating to non-default kernel is not recommended. Why?

• it may break your Ubuntu,
• you have to manually find and download and install updates.

One more warning, if your current kernel already works well and you don't have extra time at hand to fix problems that may arise, don't.
Proceed with caution.
I've warned you, now on to the good stuff. The installation is surprisingly easy. If you know how to download and double-clicking, you're good to go. Yup, that easy.

How to install kernel 2.6.30 on Ubuntu 9.04 (read the update note below to get the latest kernel in .deb for Ubuntu) :

1. Go to 2.6.30 in kernel.ubuntu.com
   
2. you need to download these two files :
   linux-headers-2.6.30-020630_2.6.30-020630_all.deb
   linux-image-2.6.30-020630-generic_2.6.30-020630_i386.deb
3. install by double clicking them, linux-header....deb first then linux-image...deb
   
4. reboot and you'll see the new kernel listed on grub menu

Here's my 9.04 with 2.6.30 screenshot. In my case so far so good. But it's only been 1 hour, I'll update if anything comes up .

To make life easier you can install startup-manager from Synaptic to maintain your kernels and how your Ubuntu starts up. This application will come handy if things don't go well as you can easily change the default kernel to use on the next boot.

Enjoy.

update :

• Aug 29,09 - latest revision of 2.6.30 is 2.6.30.5 and you can download it here, the installation process is similar to step mentioned above.
• for future updates you can find the latest 2.6.30 updates in kernel.ubuntu.com (or if you feel adventurous, here you can find the latest Release Candidates kernel or even the old ones)
  

keyword : ubuntu 9.04, jaunty jackalope, kernel 2.6.30