Your using an RPM based distro such as Mandrake (Mandriva), Suse etc, correct? You need to first install the correct kernel sources. You can check this by opening a shell and typing "% rpm -qa | grep kernel". You could also open a shell and as root type "uname -r". That will give you the version of the kernel that you are running.
Install the correct kernel source package that matches your kernel. From there you can follow the install steps for the nvidia driver. Remember to edit the appropriate config files after the installation before restarting X.