First of all, I think your doing your build out of order the way I've always done it is:
cp to boot
This isn't a huge issue, but I know make mrproper erases config files and things like that(it's why it's done first). The make clean is safe b/c it only deletes object files and core dumps(if any).
I think in your situation you just need to run a depmod -a first(your system *should* do this on bootup when "checking for module dependancies" but the error your getting appears to signal otherwise).