When you are trying to install vmware-tools on Ubuntu 11.10 and you get the following error: What is the location of the directory of C header files that match your running kernel?

You can solve this by running the following commands:

Open a new terminal and apply the following fix for kernel headers
  $ cd /lib/modules/$(uname -r)/build/include/linux
  $ ln -s ../generated/utsrelease.h
  $ ln -s ../generated/autoconf.h

Rerun ./vmware-install.pl

Specify the header directory in first terminal:  
  /lib/modules/xxx/build/include/
where xxx is the kernel release version. You can get it from the following command
  $ uname -r

And there you go, all ready to go.