On the first CD, in "/RedHat/RPMS", find the rpm called "glibc-kernheaders-2.4-7.20.i386.rpm"
and install that:
rpm -i glibc-kernheaders-2.4-7.20.i386.rpm
then run "make install" in the Nvidia folder from the tar file. It should compile with 0 errors.
I also had to install "gcc-3.2-1.i386.rpm" and on the second CD, "kernel-source-2.4.18-11.i386.rpm"