I like to configure lilo on my own, but do whatever tickles your fancy.
dpkg -i kernel-image-<version>.<date>_10.00.Custom_i386.deb At this point I decline all the lilo updates and configure it myself by hand.
configure lilo by hand: vi /etc/lilo.conf
load the new kernel into lilo: lilo
If you have any other deb files for your modules you should install them now as well. If you're not sure check /usr/src for additional .deb files.
|Kernel compile help|
For non-Debian instructions see the Appendix "Appendix B".
For more information on how to compile the kernel The Debian Way please read Creating custom kernels with Debian's kernel-package system