I've already finishing compiling the kernel from source,
but how to compile it with debug symbols,what additional steps to I need to take?
You need CONFIG_DEBUG_INFO=y on the config.
More exactly, the question is Compile the kernel with debug info (DEBUG_INFO) [N/y/?] and it's under the Kernel debugging (DEBUG_KERNEL) [Y/n/?] header. You may need to enable some other option below this one to get to the right one.
CONFIG_DEBUG_INFO=y,but gdb /usr/src/linux-2.6.32.9/vmlinux /proc/kcore still can't read symbols:Reading symbols from /usr/src/linux-2.6.32.9/vmlinux...(no debugging symbols found)...done.