GNU/Linux Desktop Survival Guide by Graham Williams
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Kernel Images

Note that new kernel images go into /boot/vmlinux. The old is put into /boot/vmlinux.old. Thus you can have a /etc/lilo.conf like:

  image=/vmlinuz
    label=linux
    root=/dev/hda2
  image=/vmlinuz.old
    label=linux.old
    root=/dev/hda2

Note also that /vmlinux is a symbolic link into the actual file stored in /boot.