OK, now we're getting somewhere ;-)
That looks like you do not have any of the header files that the Nvidia driver installation needs to compile the driver module for your kernel. You will need to install the correct kernel-source files for your kernel. Check http://www.nvnews.net/vbulletin/showthread.php?t=72490
for info on any other stuff you may need.
Edit: Gah! I'm getting slow ;-)