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Well what is the exact error? What is your code? What does the module do? What are the lines that are erroring? What command are you using to compile? How much do you already understand about kernel development?
I am using Red Hat Enterprise 4.
I am new to this. Pardon me but,
what is Kernel headers?
Almost any C program relies on information stored in header files (xxx.h). If the program is going to interface with the Linux kernel, then it needs the header files that were used to compile the particular version of the kernel in use. (These are the "kernel headers")
If you install the full source code for the kernel, you will get the headers automatically. Or--you can typically install only the headers.