First off, I am far from the Linux Guru. However, I have had some basic experience with Linux and am currently fighting the same battle as you. This card is part of the Linksys WMP54G series.
I have heard good things about the NDISWrapper (http://ndiswrapper.sourceforge.net
) and am currently working my way towards it.
Looking at your errors, it would seem as though you do not have the Kernel source installed in your /usr/src directory (as it talks about in the error). These are most likely required for reference as the NDISWrapper package sets itself up. Without them, you probably will have no luck.
To get these source files, I believe you can just hit up the appropriate site. For example, if you are running RedHat Linux, visit www.redhat.com.
You will need to download the kernel source for whichever version you may be running. In addition, you may be able to get this off the CD.
Speaking from personal experience, I just checked the "Everything" box while setting up my RedHat 9 Linux box and the kernel source files were automatically setup in /usr/src.
I hope this helps you along. Let us know how it goes!