I figured I would write this for those who didnt want to use the pre patched tarball or just wanna learn to do it yourself.
First
cd /usr/src
wget http://www.kernel.org/pub/linux/kernel/v2.6/linux-2.6.21.3.tar.gz
tar zxvf linux-2.6.21.3.tar.gz
rm -rf linux
ln -s linux-2.6.21.3 linux
wget http://grsecurity.net/grsecurity-2.1.9-2.6.19.1-200612121859.patch.gz
gunzip < grsecurity-2.1.9-2.6.19.1-200612121859.patch.gz | patch -p0
cd linux
Do make menuconfig to set al your options, If you are copying over a current [...]