vmlinuz, vmlinux's ugly sister?

Ok, someone here must know, what is the differnce between vmlinuz and vmlinux?

I compiled a kernel custom for my box, I've read boox about it and they say tailoring your kernel to your needs can speed up your system perforance quiet a bit.

Lilo points to /boot/vmlinuz-2.4.20-8

but the file output from the compiler is vmlinux.

I also noted that there is a vmlinux in /bbot as well as vmlinuz.

So what is the differnce between the 2 and where do I put the kernel? (I already made backups of the 2 files from /boot to my home directory and put my new kernel into vmlinux-2.4.20-8)

Did I do it right? Because I rebooted and not seeing any perforance imporvmnents, other than things loading faster from my harddrive but nothing else.