Joe,
You need to install the Kernel-Source package but it's not on the CD-ROMS! However, you can download it from here (assuming the kernel is the same build as mine)...
http://fr2.rpmfind.net//linux/RPM/so...20-6.i386.html
Not sure if you know how to install RPMs so just ignore this if you do. Save the RPM into a folder (e.g. /home/me) and then open a Terminal Window. Use the 'cd /home/me' command to switch to this folder. Then run this command to install the package ...
rpm -U kernel-source-2.4.20-6.i386.rpm
You should now be okay.
Kenny