On the initial install of Fedora 9 the kernel and kernel-devel will not match; for some reason yum installs the kernel-devel for the next kernel up, not the one that is part of the initial install. The only way around this if you insist on keeping the original fc9 kernel is to search through the repo lists and download it manually if and when you find it.
The trick to this is to upgrade the kernel to the latest 2.6.25 You can get (Workstation 6.5 will work in 2.6.26 but I haven't tested it on anything later as of yet) and get the _matching_ kernel-devel; just doing a "yum update kernel" won't always work, you may get a kernel and sources that are too new for VMware and then you'll have to do the any-any-update thing.
As far as the compiler goes, just do a "yum install gcc". Sometimes it gets installed, sometimes it doesn't. While you're at it, make sure you have xinetd installed as well.