The manual for this process is: FreeBSD.org, Handbook ch. 5.

• If you don't already have the system source (meaning you installed "minimal" or "x-user") you'll have to get it. Use /stand/sysinstall, "Custom", "Distributions", "Custom", "Src", "sys". I also got "include" and "lib", I don't know if they're also needed, I just assumed so.
• cd /usr/src/sys/i386/conf
• First time only!: cp GENERIC your-kernel-file
  By tradition, this file should be the hostname of this system in uppercase.
• edit your-kernel-file
• First time only!: In another console, use 'dmesg | more' to list the startup messages. For all devices that show up with a "not found" sort of error message, find the corresponding line in your-kernel-file, and comment it out.
• /usr/sbin/config your-kernel-file
• cd ../../compile/MYKERNEL
• make depend
• make
• make install