Kernels. And kernel update

Updating kernels on a remote server is the worst tasks I rarely encounter. But it has to be done. This time I was going to install mrtg on a server and startet with install gcc make g++. Then I saw this:

You might want to run `apt-get -f install'
to correct these.
The following packages have unmet dependencies: 
  kernel-image-2.6.8-1-386: Depends: initrd-tools
 (>= 0.1.63)  but it is not installed

 You are running a kernel (version 2.6.8-1-386)
 and attempting to remove the same version. 
 This is a potentially disastrous action. Not only
 will /boot/vmlinuz-2.6.8-1-386 be removed, making
 it impossible to boot it,
 (you will have to take action to change your 
 boot loader to boot a new kernel),
 it will also remove all modules under the directory 
 /lib/modules/2.6.8-1-386. Just having a copy of 
 the kernel image is not
 enough, you will have to replace the modules too.

    I repeat, this is very dangerous. If at all in doubt, 
    answer no. If you know exactly what you are doing,
    and are prepared to hose your system, then answer Yes.

Now, I know I've been a bit lazy with this server and never updating it, (only security) but I was waiting on a hardware update that never happend. So today I have all day with nothing to do so I figured I should fire up the ol'terminal and do some work.

It's a 933mhz P3 with a 2.6.8-1-386 kernel. Wich I guess is getting a bit old theese days. sources.list tells me it uses testing. (OK, I never understand the build names)

So in other words, I need a newer kernel. And making sure the system will boot up again.

Anyone have a few moments to help me out. (Again!)

(Atleast im installing mrtg on my own:D)