which distribution you are using? ubuntu/debian or redhat based?
any way you need to install kernel headers for the particular version of the linux kernel.
in ubuntu normally if we use the below it will work, i am sure
apt-get install build-essential linux-headers-$(uname -r)http://kb.vmware.com/selfservice/microsites/search.do?language=en_US&cmd=displayKC&externalId=1008973
http://kb.vmware.com/selfservice/microsites/search.do?language=en_US&cmd=displayKC&externalId=1035767
but for esx 4.1, may be you need old kernel headers, so it wont be going to work.