for 2.6.x kernels,
Check if the concerned module exists in directory /lib/modules/2.x.x/kernel/.....
case "1"
run " insmod xxxx.o" or "modprobe xxxx.ko" ( the file extension o/ko can be omitted.)
case "0"
recompile the kernel to add what you interested as modules.
To make sure that your module loaded work properly, you must check your modprobe.dep file in directory /lib/modules/2.x.x. This file lists the dependency relations of particular modules you compiled, i.e., some key/core modules must be loaded before a preferred module is loaded. Try "man modprobe.dep" for more details.
No idea about 2.4.x kernels. Perhaps similar. Just focus on manpages for answering.