I am just beginning kernel programming.When I compile a hello Work module and ins-mod it ,I got this message :
hello was compiled for kernel version 2.4.20 while this kernel is version 2.4.20-8
Should I update my kernel ?

Hypothetical situation. Let's say you're in school, studying kernel programming. You have 2.4.20 at home, 2.4.20-8 at school. You have two options: update your kernel at home,so that you're working with the same kernel at both locations. Or, make two copies of the file you want to compile. Compile one at home; the other at school.

Kernel modules are not portable. They look for the specific kernel they were compiled on. Ok, not the specific kernel persay, but a kernel that reports the exact same server string. The best thing to do is like bigrig said, always build the module against the kernel you intend to use it with. Transfer source code, not binaries.

or you can just insmod -f it iirc, cant u?

Firstly,thank you all!
but the problem is that I only have one system ,I compile it just on the same kernel .

Add the following to your gcc command line. It appears to fix the error for me. There will still be a warning about there being no license and therefore it might taint the kernel, but the kernel version problem seems to go away.

(You might need to put some version information after linux in the path. Search your filesystem to see what the correct path would be.)
-isystem /usr/src/linux/include

This is the command line that worked for me in the hello world module from "Linux Device Drivers" 2nd Edition. ( I defined __KERNEL__ and MODULE in the code.)
gcc -c -isystem /usr/src/linux/include hello.c