wireless adapter driver

[Kent Barber <Engineerman comcast net>]

Am newbie to linux and attempting wireless network. have acquired a CNET 
wireless adapter with Ralink RT2560 chip.
Found linux drivers from RaLink but no success loading them. When I try 
to configure and make file, program looks for /usr/src/ ' kernal version 
source file' but I can not find them on drive at location stated. 
running FC2 2.6.5-1.358. my cd has only install iso's did not get source 
iso's. do i need them? also, how do i get the kernel source files into 
the correct directory?