If you want to compile new kernel module, you will probably need kernel sources installed.
To download and configure kernel sources, choose a directory where to save and uncompress the archive;
for example, suppose you choose to save the archive in /mnt/hda1; run as root:
$ cd /mnt/hda1
$ wget ftp://ftp.kernel.org/pub/linux/kernel/v2.6/linux-2.6.19.tar.gz
$ tar -xvzf ftp://ftp.kernel.org/pub/linux/kernel/v2.6/linux-2.6.19.tar.gz
$ cd linux-2.6.19
$ cp /boot/config-2.6.19 .config
$ make oldconfig
$ make
When kernel sources are properly configured, create the link:
$ ln -s /mnt/hda1/linux-2.6.19 /usr/src/linux
Now you can compile new kernel modules.
