I know this is an old post but I thought I would add some information.
I took what I needed off of the dvd I got with the Fedora Core 5 - REL4 Bible book i bought. I also could have gotten the header I needed from a mirror like: http://ftp.linux.ncsu.edu/pub/fedora/linux/core/
I then created a directory to contain just the rpm and output from processing the rpm.
In my case I needed the rpm for the smp 686 version of "2054" for an setting up vmware 6.0 beta workstation on a Fedore Core 5 install. I used the uname -r command to figure out what version I needed. By the way inside the vm on VMWARE I needed the non smp version of header files.
kernel-smp-devel-2.6.15-1.2054_FC5.i686.rpm was what I needed.
I then did a cd to the directory I put the rpm in and did:
rpm2cpio kernel-smp-devel-2.6.15-1.2054_FC5.i686.rpm | cpio - ivd
This created over 5000 files in the directory I created. I then copied the 2 .../usr/src/kernels/2.6.15-1.
2054* directories to /usr/src/kernels directory.
I had already updated my main system to the 2257 kernel but I was having a slow boot startup problem with my Dell 8300 using the latter kernel. I am still mainly using the old 2054 kernel for now. The update on my system from 2057 to 2257 took about 10 hours to download and process with all of the software I had installed. I am using a slow cable modem config - about 1/3 mb.
The yum install kernel-smp-devel and rpm -ivv ... commands would not work directly with the higher level of the kernel installed.