kernel headers in full HD install needed (devx-file? how?)

[it_rocks!]

I ran into a little problem:
I have a full HD install of Puppy 2.3CE Office
(Kernel 2.6.17). Now I wanted to install a VPN client (it has to be the original client from Cisco Systems because of certain license issues of my university).
I worked around the script, pathname and permission issues during the installation, but now the install script is asking for the pathname of the kernel source headers - which as I asume, are part of the devx_xxx.sfs file? How do I get this File to mount in a full HD install, and where does Puppy mount them, or is there any other way to work around the issue?

And which version is the correct one of the devx_xxx.sfs? As far as I see, there is only a 2.02 Version, but no 2.03?