On upgrading a RH5.2 alpha system to RH6.0 the installer had created a new kernel which it had put on the system in the /boot directory. However it didn't tell me what the path name of the new kernel was and thus I didn't know what to tell my MILO. (The problem was compounded by the fact that the old kernel - 2.2.1 - hung while running some of the daemons the upgrade had installed)
We should probably have some message pop up during the alpha installer stating the new path for booting in milo. Until that time, you can use ls in milo to get directoy listings on you drives or even better is to upgrade your current milo to the version provided on the 6.0 CD that allows for a few new features. These are explained at http://www.redhat.com/corp/support/manuals/RHL-6.0-Manual/alpha-inst/booklet/doc010.html#s1.5.5.1. Thank you for the suggestion.