Install Kernel Sources

See this knowledgebase article: http://kbase.redhat.com/faq/docs/DOC-9786

You can get the kernel source files from: ftp://ftp.redhat.com/pub/redhat/linux/enterprise/5Server/en/os/SRPMS/

You will need these packages also before you can run the commands described in the knowledgebase:

yum install redhat-rpm-config rpm-build gcc