If you get the error

Could not find the Linux kernel header files – the directories/lib/modules/2.6.18-128.el5/build/include and /usr/src/linux/includedo not exist.

Then you need to install the following packages.

yum install kernel sources

yum install kernel-devel

yum install gcc

Create the following link

ln -s /usr/src/kernels/2.6.18-92.1.18.el5-i686 /usr/src/linux

And now you should be able to run.

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