How do I install VMPlayer on Fedora 11 Preview?

I get a kernel headers missing error on attempting to install VMPlayer 6.5.2.

I am testing using VMPlayer to open Appliances created with VMWorkstation on a 8 GB USB stick with 2 partitions 2GB fat 16 boot flag with live image created with liveusb creator 5GB fat 32 boot flag containing the VMware appliance

I am writing this with thunderbird installed on Ubuntu 9.04 on such a stick. It has VMPlayer installed on the first 2 GB partition and 3.0GB Appliance of Fedora 11 0.93 with (Gnome and Sugar desktops) on the second 5GB partition.

It boots and runs well on a EeePC900 netbook wirelessly as live user.

This is a practical way to have these programs as a bootable second OS on a stick.

This works using Ubuntu 9.04 usb boot program because VMPlayer installs

I would rather use Fedora as the underlying OS. How can this be accomplished?

Tom