If you are running on a distro that uses RPM (Red Hat, Mandrake, SuSE, etc), then you can use RPM to tell you. At a shell prompt, type:
`rpm -qa | grep kernel`
and look at the output. You should see a package that corresponds to your kernel (often named something like kernel-2.4.18-3) and a kernel source package with the same version (often named something like kernel-source-2.4.18-3). If none of the lines seem to correspond to a source package, then you will probably need to install it. If the versions listed mismatch (ex: kernel-2.4.18-10 vs. kernel-source-2.4.18-3), then you will need to update the kernel-source package to match the installed kernel. If you have multiple kernels installed, you need to install the kernel-source package that corresponds to your *running* kernel (or make sure your installed source package matches the running kernel). You can do this by looking at the output of 'uname -r' and matching versions.