And the problem is, strangely enough...
You need to install kernel-source! Look at that!
Check the output of rpm -qa | grep kernel and make sure kernel-source is listed there. If it isn't, get Mandrake's CD 3 (if you haven't burned it already) and install the kernel-source package off of it. Then (and try this if it's installed, as well), as root, make -C /usr/src/linux mrproper oldconfig dep, and try rebuilding the NVIDIA_kernel package after that.