In order to compile against your kernel, you must install the kernel sources (the actual source code for the kernel). In RH9, this is done by going to
and installing "kernel development"
you will thn have to run liveupdate to upgrade your kernel sources to match the new kernel that you already downloaded.
Then run the installer and it will be able to compile a kernel interface. Ping back if you have any problems.
Thank you for your time,