What does ls -l /lib/modules/2.4.19/build tell you? The rightmost part of the output should be something like "/lib/modules/2.4.19/build -> /usr/src/linux-2.4.19". If the part of this to the right of the arrow isn't actually the base of the 2.4.19 kernel, change it so that it is.
Otherwise, were you running kernel 2.4.19 when you compiled the NVIDIA_kernel .tar.gz package? You have to be running the kernel you're compiling for, most of the time.