setup iptables ovh failed

hello lowendtalk,

Please help me all, i have some dedicated from ovh, but they give me tutorial about setup iptables firewall self manager,
so i try but i have problem now
check its

[root@ns5000868 iptables-1.2.9]# make install KERNEL_DIR=/usr/src/linux
Making dependencies: please wait...
Something wrong... deleting dependencies.

Please try `make KERNEL_DIR=path-to-correct-kernel'.

Something wrong... deleting dependencies.

Please try `make KERNEL_DIR=path-to-correct-kernel'.

Something wrong... deleting dependencies.

Please try `make KERNEL_DIR=path-to-correct-kernel'.

Something wrong... deleting dependencies.

Please try `make KERNEL_DIR=path-to-correct-kernel'.

Something wrong... deleting dependencies.

Please try `make KERNEL_DIR=path-to-correct-kernel'.

Something wrong... deleting dependencies.

Please try `make KERNEL_DIR=path-to-correct-kernel'.

Something wrong... deleting dependencies.

Please try `make KERNEL_DIR=path-to-correct-kernel'.

Something wrong... deleting dependencies.

Please try `make KERNEL_DIR=path-to-correct-kernel'.

Something wrong... deleting dependencies.

Please try `make KERNEL_DIR=path-to-correct-kernel'.

Something wrong... deleting dependencies.

Please try `make KERNEL_DIR=path-to-correct-kernel'.

Something wrong... deleting dependencies.

Please try `make KERNEL_DIR=path-to-correct-kernel'.

Something wrong... deleting dependencies.

Please try `make KERNEL_DIR=path-to-correct-kernel'.

Something wrong... deleting dependencies.

Please try `make KERNEL_DIR=path-to-correct-kernel'.

Something wrong... deleting dependencies.

Please try `make KERNEL_DIR=path-to-correct-kernel'.

Something wrong... deleting dependencies.

Please try `make KERNEL_DIR=path-to-correct-kernel'.

Please help me, so i will continue for setup my iptables at my server from ovh

Thank you