Try booting from the CD again and do an upgrade. When you get to the point of choosing applications, tell the upgrade that you want to select individual packages. I can't remember exactly where it is, but there is a option to install the kernel headers and kernel source. The NVidia drivers generally like those.
If I had to take a couple of guesses as to where the kernel headers and source are, I would guess in the development, system, or kenel areas of packages.