IP Alias is standard in kernels 2.0.x and 2.2.x, and available as a compile-time option in 2.4.x (IP Alias has been deprecated in 2.4.x and replaced by a more powerful firewalling mechanism.)
IP Alias compiled as a loadable module. You would have indicated in the "make config" command to make your kernel, that you want the IP Masq to be compiled as a (M)odule. Check the Modules HOW-TO (if that exists) or check the info in /usr/src/linux/Documentation/modules.txt.
I have to support 2 additional IPs over and above the IP already allocated to me.
A D-Link DE620 pocket adapter (not important, works with any Linux supported network adapter).