The "Build From Source" Mantra

./configure
make
make install

Here is an example of the output from autoconf. As you can see it checks to make sure the build environment is suitable for building this software. It is very slick. It checks right down to the versions of the libraries included in the software being built.

Another option on building kernel modules from source (at least on Debian-Based distros.. other distro guys fill in here if you can) is a program called module-assistant. It basically just keeps you from having to worry about downloading your kernel source, installing gcc and needed libraries and downloading the source for the kernel module you want to build. You basically start it up and go down the menu steps in order.