This is what I had to do:

Code:
# uname -r
2.6.37.6-0.7-default

# cd /lib/modules/2.6.37.6-0.7-default/
# ln -s /usr/src/2.6.37.6-0.7-default build
# cd /usr/src/2.6.37.6-0.7-default
# make mrproper
# cp /boot/config-$(uname -r) .config
# make oldconfig
# make prepare
# make scripts
After that I was able to run:

Code:
/etc/init.d/vboxdrv setup