Ok, here are some *old* notes I made for installing VMPlayer on FC4. To handle that "gimme the path to the C header files that match your kernel", I did the following, perhaps this might be of any help for you:
1. # yum install kernel-devel
(in my case the i686 variant, you need to activate the extras-development repo for this)
2. run that vmware perl install script again and when it asks for that path, type (your mileage may vary here, try again "locate kernels" after the "updatedb" command for more info), something like:
Of course, puth your recent kernel in here.
Hope this is of any help.