"how do I fix this in Mandrake 9.1 ??"
What you need is to place the kernel source in /usr/src/kernel. The kernel source that you use has to be the same release number as the binary kernel that you have installed in /boot.
To find out what kernel version you have use this command:
Mandrake has source rpms for their kernels. You can probably find the correct kernel source rpm on your Mandrake install CD and install that.
If not then you can find Mandrake kernel source rpms on the Mandrake web site.
Or you can download the kernel source as a tarball from www.kernel.org
and install that in /usr/src/linux.