I have no idea what 'Parallels Tools' are. However,the error messages are straight forward.
I'm guessing the Parallels Tools are source code, it has to be compiled into binary code before it can be executed on a linux system.
The three items, gcc, make and kernel source are all required before you can compile any source program. The way to get going is to open up MCC ( Mandriva Control Centre ). There is probably an icon on the bottom bar, it looks like a screen with a red wrench on it. Click it, and enter your root password. Click on Software Managememnt and then Install/remove software. There will be some icons down the left side, and a search bar at the top.
One at a time type in; gcc and press enter. This will list all packages with 'gcc' in the title. There should be one called GNU Compiler Collection. Click on the check box. Click on apply. You may get a message telling you other packages are required, and asking you if it is OK to install these also. Say yes. They will be installed from what ever sources you have set up. That can be your install CD's or online repos. Have you set them up?
If not I highly recommend you do. It will give you access to updates, and a ton of pre-compiled software. Setting it up is not hard. Go to this link -->
http://mandrivausers.org/easyurpmi/ Add the official and PLF medias.
For make, the package is called 'make', and once again, it will tell you to install other related packages. Do it.
Kernel source.... is just a little tricky. There will be kerne-source packages for every kernel that is out there for Mandriva. So, first, open a konsole, and type 'uname -a' ( just what is between the quotes ). It will look something like this.
Quote:
uname -a
Linux duelie 2.6.33.7-desktop-1mnb #1 SMP Fri Aug 27 20:24:50 UTC 2010 x86_64 x86_64 x86_64 GNU/Linux
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This shows the kernel I'm running. Yours will be different, my system is 64 bit, if your is i586, that is 32 bit. What you are looking for is the kernel you are running. Mine is 2.6.33.7-desktop-1mnb. With this in hand, in MCC, Install Software, search for a package named 'kernel-source-latest' mark it, apply, and it should mark a file that matches what showed up when you did the uname -a command. In my case, it would be 'kernel-source-2.6.33.7-desktop-1mnb'.
This should get the missing packages installed.
Once that is done, you can compile the program.
That is another story in itself.
If you have trouble with the above, do not hesitate to post back. Mandriva package management is as simple as it gets, however for someone new it is a challenge. Hope this helps.