I;m having a problem with VMare too...
I found the only directory that has all the files it wants (/usr/include)
But when I try to install it I get this error
cpp0: warning: changing search order for system directory "/usr/include"
cpp0: warning: as it has already been specified as a non-system directory
The directory of kernel headers (version 2.4.18) does not match your running
kernel (version 2.4.19-16mdk). Even if the module were to compile successfully,it would not load into the running kernel.
What is the location of the directory of C header files that match your running kernel? [/usr/src/linux/include]
This is being installed on a fresh install of Mandrake 9
Any ideas ;(