Help! Which file do I use ?
Listen closely, for I will say zis only once!

Go to Settings -> About phone -> Kernel Version. Note the string present there:

2.6.35.7-I9100XXKG1-CL349526

What matters most (KG1) in this case, is in bold. Try to find the matching file under downloads:

CF-Root-SGS2_XX_OXA_KG1-v4.1-CWM4.zip

The XX and OXA identifiers are not that important. Usually a "KG1" kernel is a "KG1" kernel, and that is that. Sometimes (pretty rare) it happens there will be multiple different kernels with the same name in different firmwares, that are actually different. If this happens, they are usually only very minor changes and you should expect them to still be fully compatible. I include the "XX" and "OXA" identifiers so the very advanced users can deduce from which full firmware I have taken the kernel file.

Don't worry too much, just find the matching download and use it. What if there is no matching download ? You can ask me to make one, but I can tell you right now, I very very rarely make CF-Root's for kernels on request, unless it is the very latest kernel that has been released by Samsung. In the latter case, be sure to let me know. If there's no match and I'm not making one, try finding the closest match. You should treat "KG1" as a number, but instead of 1-9, we have 1-9, A-Z (where A would be 10, and Z would be 35). "KG2" is really close to "KG1", "KF1" is not close to "KG1" at all. I hope that makes sense.