compiling kernel

[chrisj]

While compiling the kernel and running zlilo, I get the following error:

open /boot/initrd-2.0.35.img: No such file or directory
make [1]: *** [zlilo] Error 1
make [1]: Leaving directory '/usr/src/linux-2.0.35/arch/i386/boot'
make: *** [zlilo] Error 2

I have run 'make dep;make clean,' and 'make zImage' with no errors. 
I have also run 'make modules'

Any suggestions?