Help buildning from source topic

Hi,

I'm trying to build android from source (target x86) but I can't tweak kernel. Everytime i run "make -j4" It stops an tells me "kernel is not clean, please run 'make mrproper'"

In kernel folder:
make clean
make mrproper
make oldconfig
make menuconfig
Then I make Changes and exit, saving.. Where is the new .config file stored? If i save as "my_config" it's in the root.
I got error trying : "make -j4 TARGET_KERNEL_CONFIG=my_config

How can I make this work?

Thank you