The links are still broken because the kernel-devel packages you downloaded/installed via yum are for the updated 2.6.18-1.2257.fc5 kernel. Please reboot the system and use the new kernel. A quick check to see what you did;
rpm -qa 'kernel*'
If you really want the kernel-devel packages installed for the older kernel then you needed to specify this; yum install kernel-devel-2.6.15-1.2054_FC5
But you should use the updated kernel and kernel-devel packages that should be already installed instead.
Also you should carefully review what you read, you combined two commands into one line;
su -c 'yum install fedora-rpmdevtools' fedora-buildrpmtree
Install the package; su -c 'yum install fedora-rpmdevtools'
Then as a normal user from the console or xterm session type; fedora-buildrpmtree
This is why the two commands are on separate lines.