echonc

Hey guys im having some trouble. Im new to linux and have chose knoppix as my distro. I d/l the linux drivers for my d-link usb, ive read the read me on how to install the drivers but im stuck. i dont understand step 0). I started a step 1) and made it to step 2) when i executed the "make" command it started building but then immedietly says /lib/modules/2.6.19/build: No such file or directory. Stop [all] error 2. Can someone simplify this for me or explain to me what you think im doing wrong. Thanks Here are the instructions:
Build Instructions:
====================
0) $dos2unix *
$chmod 644 *
$chmod 755 Configure

1) cp Makefile.x Makefile // x is your kernel

2) $make
3) $insmod rt2570.ko # Insert driver module
4) $ifconfig rausb0 up # Bring up device
5) $dhclient rausb0 # Get network IP address

Note: Script functionality:
Configure retrive linux version
6) ./LINUX_RACONFIG_Vx.x.x.x/bin/"Linux"/RaConfig2500

if lack of libstdc++.so.6, cp ./LINUX_RACONFIG_Vx.x.x.x/libstdc++.so.6 /usr/lib

7)Edit(or add the line) in /etc/modules.conf
alias rausb0 rt2570

Create and edit 'ifcfg-rausb0' file in /etc/sysconfig/network-script/
DEVICE='rausb0'
ONBOOT='yes'
BOOTPROTO='dhcp'