Install the kernel sources and debian patches with apt-get or aptitude and apply the debian patches and the XEN feature patch. And all the patches you need.
Commands to configure and compile the kernel:
cd /usr/src
tar xvjf linux-source-2.6.32.tar.bz2
cd linux-source-2.6.32
../kernel-patches/all/2.6.32/apply/debian -f xen -a x86_64
patch -p1 < /root/your-special.patch
cp /boot/config-2.6.32-5-xen-amd64 .config
make-kpkg --config menuconfig
make-kpkg --revision 1.0 --append_to_version -my-own-xen-amd64 --bzImage --arch-in-name --initrd kernel_image -j 4
After compilation is complete, install the .deb with dpkg -i.
HTH
Christian