dri.log: Makefile.linux:136: *** Cannot find a kernel config file. Stop.

I'm trying to install DRI, so I run the install.sh file and use the default path of /lib/modules/2.4.20-19.9 for the kernel module directory (to copy the DRM kernel modules). The install errors out (ERROR: Kernel modules did not compile), and the dri.log file says:

Makefile.linux:136: *** Cannot find a kernel config file. Stop.

The path it is looking for above exists, but I don't know what it is looking for (or if it is trying to copy something to that directory that it doesn't have). Any suggestions? Let me know if any more info is needed. Some info on my setup:

Redhat 9.0 (kernel 2.4.20-19.9)
XFree86 4.3.0 (RH release 4.3.0-2)
ATI Radeon 8500LE 128MB

Thanks for any help. (my first post... hope this is correct address to post at)