What you need is the kernel-source files from your CD (usually the 3rd one). To install RPM's, type
rpm -ivh <filename>.rpm
After you have installed the kernel-source, you can rebuild src.rpm
files by running
rpm --rebuild <filename>.src.rpm
The last few lines of the output will tell you where the compiled RPM now resides.
Make sure that you do all this as root in a terminal.