Hi,
Just wanna add for those who face problem finding the C Header like the one below :
What is the location of the directory of C header files that match your running
kernel? [/usr/src/linux/include]
Just download the kernel source as what BP said at the main page of the WIKI
after finish download it, just simply extract with slax module. when finished just pointing the above error to your kernel extracting folder above . mine is just like this
[/home/source/kernel/usr/src/linux/include]
then just continue pressing the default answer

until it asked the serial number. then your VM is ready to go.
Thanks Balding Parrot , your tuts is really helpful
cheers.