It looks like it's trying to compile a kernel module for a 2.4 series kernel. This is an old kernel series; SuSE uses 2.6 and modules written for 2.4 won't always compile against a 2.6 series kernel.
This probably means that the VPN software you've got isn't being maintained; this well could be a security nightmare if nothing else.
SuSE ships with several VPN clients; you might want to use one of these. Alternatively, you could download and install a 2.4 kernel from
www.kernel.org just for using with the VPN; build install the latest 2.4 kernel first then reboot before installing your VPN client. This option is not very easy; there's several ways to break your computer (but so long as you have a rescue disk you can always fix it again).
In order to clear your error (this will probably just uncover errors in the kernel module, but you might get lucky):
First, go into YaST and make sure that you have the kernel-source and kernel-headers installed.
If you install them, make sure the version numbers match (run online update).