I'm trying to install TUN TAP for tunneling, but when I tyoe ./configure, I get:

configure: error: Linux kernel source not found in /usr/src/linux
configure: error: ./configure failed for linux

How do I fix this? I have the source, although I don't know where it is.

go to /usr/src
type and post the results here

Go to /usr/src/

if you have a directory starting with linux
ln -s linux-version linux

if you have a directory named for example kernel-2.6
ln -s kernel-2.6 linux

May be U have to "ln -s /usr/src/linux /usr/src/linux-2.6.9" (supposing U have linux-2.6.9) for creating a symbolic link to kernel sources only if they R already existing (in other words the "/usr/src/linux-2.6.9" must exist).
The cause is the following - some not very intelligent configures try to find a sources exactly in /usr/src/linux and no another.

Okay, here''s what it looks like in Mandrake 10

/usr/src/RPM/

then I have a choice of:

BUILD/ RPMS/ SOURCES/ SPECS/ SRPMS/

Under /BUILD/ there is nothing.

Under RPMS/
athlon/ i386/ i486/ i586/ i686/ k6/ noarch/

Under /SOURCES/ there is nothing.

Under /SPECS/
-rw------- 1 root root 3606 Dec 18 16:22 openvpn.spec
-rw------- 1 root root 0 Dec 18 14:08 tar: *.spec: Not found in archive
-rw-rw-r-- 1 root root 8324 Aug 27 07:37 vtun.spec

Under SRPMS/ there is nothing.

So talk to me like I'm sort of a newb, because I kinda am.

i think you dot have kernel-souce installed

Mr Cheeks is correct. You need to install the kernel-source package that matches your kernel version.

The directory you are seeing is where a source rpm goes.

Which directory do I put it in exactly and how do I do that?

If i've been able to install other software using:

./configure
make
make install

does that mean I have the source code?

Mandrake as i very know is RPM distro. What does it means? If U wanna to play games only U probably never will use "./configure && make && make install", but what U will do anyway - use RPM. If U installed Mandrake from CD/DVD U should chdir to cdrom, then (as i can remember my little expiriencing with this fat distro) "cd Mandrake/RPMS". Here U may find something like
"kernel-source-2.4.22". For to install it U should type the following in "rpm -ivh kernel-source-2.4.22". Apropos, U can just now "rpm -q kerne-source" for to check wether it is installed already (it it'll not tell U that RPM is not installed then U have it).

Install the kernel-source rpm that corresponds to which kernel you are running. The rpm's install script will create the directory and a link to it called /usr/src/linux. The base directory of the source will contain the version number of the kernel. The /usr/src/linux link is a generic name where the compiler will look.