Since the kernel and relevant headers are supplied as deb packages, installation is much the same as with any other Debian packages. Strictly speaking, you do not need the kernel headers, but without them you will not be able to compile software (such as proprietary video or network drivers) against the newly installed kernel. In the following example, I'll use the Phenom-optimized kernel version 22.214.171.124, but please use the latest build most appropriate for your own hardware.
Start out by download the relevant kernel and source:
cd /tmp && wget http://kernel.hardwareforums.com/pub/debian/lenny/phenom/linux-headers-126.96.36.199.phenom.hwf.01_188.8.131.52.phenom.hwf.01_i386.deb
Next, get root privileges in the usual way:
…and use those privileges to install the kernel and source file:
dpkg -i linux-headers-184.108.40.206.phenom.hwf.01_220.127.116.11.phenom.hwf.01_i386.deb linux-image-18.104.22.168.phenom.hwf.01_22.214.171.124.phenom.hwf.01_i386.deb
After the installer process has completed and your bootloader has been updated, you can boot to the new kernel1):