Yeah, Wolfman is right. The problem is definitely that you don't have kernel-source installed.
The reason I can tell is this bit:
in the compile command. If you have a kernel-source package installed, that will be -I/lib/modules/<whatever your kernel version is>/build/include instead. build is a symlink to the actual kernel source directory (usually /usr/src/linux-<version>, but not always).
Once kernel-source is installed, this path should change. The asm/<whatever>.h files should also show up.
There is still a possibility that it might not work, though. If it doesn't, then you'll have to configure that kernel source directory. If you're using RH's kernel-source package (which it seems you will be, based on the kernel version), then that's pretty easy, just find the file in /usr/src/linux-2.4.18-3/configs that matches the kernel you installed and your hardware (arch, SMP-ness, etc., along with whether you installed e.g. the -secure kernel, or the -enterprise kernel, or whatever). Then cp that file to /usr/src/linux-2.4.18-3/.config so that it can be used in the next steps.
Then do a cd /usr/src/linux-2.4.18-3
, then a make mrproper oldconfig dep
, then try the nVidia driver again. The oldconfig part does the kernel configuration, based on the defaults found in the .config file that you just put there.