You need to make sure that you installed the package for your kernel source first. If you look in /usr/src you should see a folder called linux-2.6.3-7mdk if your sources are installed (your numbers may be different depending on your kernel version). Then go to this link
and run the commands under section 3.3.
Now the discouraging part. I compiled my madwifi drivers correctly and the modules are loaded properly. I just don't know how to make the association between those modules and my card. When I try to configure my card they aren't in the list of available drivers. Does anyone know how to fix this?