I'm trying to install TuxGuardian, TuxGuardian - An application-based firewall, and following the instructions in the documentation and am getting the following errors:

Compiling the module
------------------------------------------------
make[1]: Entering directory `/home/viranh/Desktop/tuxguardian-0.5/module'
make -C /lib/modules/2.6.24-19-generic/build/ SUBDIRS=/home/viranh/Desktop/tuxguardian-0.5/module modules
make[2]: Entering directory `/usr/src/linux-headers-2.6.24-19-generic'
CC [M] /home/viranh/Desktop/tuxguardian-0.5/module/tg-defs.o
In file included from /home/viranh/Desktop/tuxguardian-0.5/module/tg-defs.h:31,
from /home/viranh/Desktop/tuxguardian-0.5/module/tg-defs.c:25:
/home/viranh/Desktop/tuxguardian-0.5/module/tg.h:28:26: error: linux/config.h: No such file or directory
make[3]: *** [/home/viranh/Desktop/tuxguardian-0.5/module/tg-defs.o] Error 1
make[2]: *** [_module_/home/viranh/Desktop/tuxguardian-0.5/module] Error 2
make[2]: Leaving directory `/usr/src/linux-headers-2.6.24-19-generic'
make[1]: *** [all] Error 2
make[1]: Leaving directory `/home/viranh/Desktop/tuxguardian-0.5/module'
make: *** [all] Error 2
viranh@Sabriel:~/Desktop/tuxguardian-0.5$

I'm using Ubuntu 8.04 x86_64. I've tried googling the error and installation of this program in general, and so far I'm not finding much of anything. Any help would be appreciated. Suggestions of other application-based firewalls, if they exist for Linux, would also be appreciated.
Viranh