To give a better picture of what I was trying to do let me outline the steps I've followed.
First I tried installing the iphet-utils as was shown in several Ubuntu 10.04 iPhone Tethering how-to tutorials:
sudo add-apt-repository ppamcenery/ppa
sudo apt-get update
sudo apt-get install gvfs ipheth-utils
This let me to plug the iPhone, see the network interface as Eth1 but I wasn't able to get an IP address. I tried to start the DHCP with "dhclient eth1" but got a timeout. Tried a static IP too but wasn't successful (couldn't reach anywhere on the network)
Then I tried the manual way as was shown in the same tutorials.
sudo apt-get install build-essential ifuse git-core libimobiledevice-dev
git clone git://github.com/dgiagio/ipheth.git
sudo make install
But when I try to build the driver I get the "/lib/modules/2.6.8/build: No such file or directory" error. Indeed there is no build directory there but why?
Have anyone else tried this?