Googling your error message (!), I find that it looks like the problem is that you don't have a kernel source installed that matches your running kernel, which you need to build kernel modules. Typing the command
will tell you the name of your current kernel (mine is 2.6.12-10-386), and you can hunt down the matching kernel source.
I can't help you beyond that, though there are lots of people on this forum who can, but at least it might get you started.