If you have an updated kernel, you probably will need to install the corresponding kernel-source package. But there's a way to find out for sure -- just go to the download page (you'll want IA32, if you didn't know that already), and get the NVchooser file there. Then sh NVchooser.sh from a terminal emulator (konsole, xterm, Eterm, aterm, whatever) to run it, and it'll tell you which files to download. If it says to download anything that ends in .src.rpm, you will also need to install (off RHN if possible) the kernel-source package that matches your running kernel's version.
If you have to install kernel-source, you will probably also have to configure it. Look in the configs/ directory under /usr/src/linux-<version> to find a file that matches your hardware. Copy it to /usr/src/linux-<version>/.config, then cd to /usr/src/linux-<version> and run make mrproper oldconfig dep to do the configuration. That's not in the README, but is necessary with RedHat most of the time.
The rest of the instructions should be in the README, step by step.