Intel 855 driver install worries

[Uwe Dippel <udippel@uniten.edu.my>]

Got intelgraphics_060704.tar.gz and read the manual.
After unpacking, I get 

Compiling new agppart module ..
ERROR: AGPPART module did not compile
Compiling DRM module ...
ERROR: Kernel modules did not compile

with dri.log saying:

make -C /lib/modules/2.6.8-1-686/build
SUBDIRS=/home/mydir/Sources/dripkg/agpgart-2.0 modules make: ***
/lib/modules/2.6.8-1-686/build: No such file or directory.  Stop. make:
*** [default] Error 2
Makefile.linux:139: *** Cannot find a kernel config file.  Stop.

There is none such, but I have kernel-source and -headers installed:

$ dpkg -l | grep kernel | grep 2.6.8
ii  kernel-headers 2.6.8-4        Header files related to Linux kernel version
ii  kernel-image-2 2.6.8-4        Linux kernel image for version 2.6.8 on PPro
ii  kernel-kbuild- 2.6.8-1        Linux kernel 2.6 kbuild tools
ii  kernel-source- 2.6.8-7        Linux kernel source for version 2.6.8 with D

What am I doing wrong ?