Kernel issues on VPS with Asterisk

Trying to install Asterisk on a Mammoth VPS Xen server system getting the error

You do not appear to have the sources for the kernel installed.

uname -r shows the above kernel

rpm -q kernel shows

I am installing asterisk 1.8 on Centos 5.6 Virtual server

seems form other posts that I need to change the grub in some way but not sure how and the /etc/grub.conf file doesnt exist nor does /boot/grub/menu.lst so a bit baffled what to do next