The kernel sources are available from the Asus website (go to asus website, downloads page, select your model of eeepc, find source code , download kernel source), you'll need to install them which will be a few more steps:
download the kernel source to a folder on your eeepc, then open a terminal, navigate to the folder you downloaded to (for example)
Code:
cd /home/eeepc/Desktop
extract the .rar file:
Code:
unrar e Linux_Kernel_071127.rar
install the source package - there is no root password on the default eeepc Xandros, "sudo <command>" will run <command> as root without requiring any password, so here type:
Code:
sudo dpkg -i linux-source-2.6.21.4-eeepc_5_all.deb
This installs another zipped file in /usr/src so we need to move to this folder:
extract this file
Code:
sudo tar -xjf linux-source-2.6.21.4-eeepc.tar.bz2
and for good measure, while we're here we'll create a standard link that other source based installs might need in future:
Code:
sudo ln -s linux-source-2.6.21.4-eeepc linux
Now we're ready to run the rest of your instructions, so you need to "cd" back to the folder your driver package is in and carry on... Again, we don't need a sudo password:
Code:
sudo dpkg -i dgcmodem_i386.deb
When (if) prompted you should enter the location of the link we made:
or if that doesnt work, try just:
and you should be back on your way!
It sounds like you're doing OK for a first timer - stick with it, you'll soon pick it up and find it very rewarding

A better place for you to be might be in the
eeeuser forums. Good Luck!