Build new kernel

[Arthur Barlow]

I'm trying to build a new FreeBSD kernel on one of my machines.  I have
done this successfully on a different machine.  But, even though I
donwloaded the source from the ftp.freebsd.org website when I run "make
buildkernel KERNCONF=MYKERNEL" it gives me a message saying cannot find
target buildkernel.  I created a copy of GENERIC in a different
subdirectory and make a symbolic link to "/usr/src/sys/i386/conf." 
Clearly I must be missing an appropriate Makefile somewhere.  Any
suggestions?