both are needed. The kernel part is for the kernel module (think device driver), the GLX is the command stuff (think directx). That's pretty much incorrect, but close enough. You should probably download the .run file and let it do it's thing. That tends to work the easiest. Don't forget to edit your /etc/X11/XFConfig-4 file.
You can also compile it, but that tends to get mixed results unless you've done that a few times. Instructions are in the README file.
Trust me, go with the .run file...