Don't worry about the taint message - it always shows up as the Nvidia graphics module is not GPL code. The module loads and runs ok with that "warning". It just lets you know that if you have a kernel problem, the kernel developers will NOT look at the debug or error if it is tainted ;-)
Check to see if the nvidia module is loaded after the reboot: /sbin/lsmod | grep nvidia , if not then can you manually load it? /sbin/modprobe nvidia (insmod doesn't work as well in 2.6.x as before -IMO)
If it doesn't manually load, then check if it is actually in the kernel modules directory ls /lib/modules/`uname -r`/kernel/drivers/video/nvidia.ko. If it isn't there then it was not installed properly. But, since it works when you "install", and it gives the taint message, it is almost certainly installed in the correct spot.
You did upgrade module-init-tools when you moved to the 2.6.2 kernel, right? The old modutils will not work in 2.6.x
With the module-init-tools and the wildcard alias in the /etc/modprobe.conf file, it loads every time.