Some kernel compile questions

[Sukrit <holysmoke@skycable.net>]

hi listers,

i have some kernel related questions, i have read the fine manunal
(kernel-howto) but didn't get answers to these.

1. How do i decide which modules to load at boot time, which file is
to be edited? (i am thinking that i'll compile support for lots of
devices - cd-writer, different network cards - as modules that way i
won't have to recompile kernel when i add those devices. So i don't
want all my modules to be loaded at boot time. Also, i don't want to
dynamically and automatically load/unload modules)

2. What is the function of system.map file, after compiling kernel
(the non-debian way) is it necessary to copy the file to /boot and edit
lilo.conf to reflect changes.

3. i compiled the kernel, now do i need to get kernel-headers? What is
the function of kernel-headers?

4. Right now i am copying kernel bzImage into /boot renaming it, and
editing lilo. Also for modules i 
#make modules
#make modules_install

If i already have the same version of kernel running does old module
tree get over-written or not?

thanks n regards
sukrit
ps please don't suggest i use make-kpkg :) i want to understand the
process first before i choose automation.
--