Ok I think your best way is :
download a 2.6.6 kernel from
www.kernel.org
untar the file in /usr/src so you obtain a linux-2.6.6 directory in /usr/src
delete the file named 'linux' in /usr/src (a link to a directory)
ln -s linux-2.6.6 linux
./NVIDIA-Linux-x86-1.0-5336-pkg1.run -k=2.6.6 --kernel-source-path=/usr/src/linux
If that fails I can't help
[ edit ]
if you want compile your own kernel copy the config file for the actual kernel in /boot (named config.2.6.6 or so) and name it .config in /usr/src/linux-2.6.6 directory so you will just start from a workable config, just set a few features like processor (features which you are sure) then make and make modules_install, easy