First of all make sure if the kernel version and kernel-devel version is the same which is 2.6.21

To find out kernel version :
uname -r

To find out kernel-devel version :
rpm -q kernel-devel

Next make sure you already install gcc & gcc-c++, if not type this :
yum install gcc gcc-c++

Usually when you configure vmware, you will be asked where the folders of kernel headers and if it didn't show up then you type :
ls -d /usr/src/kernels/$(uname -r)*/include

next step is the vmware installation.

backup vmware-config.pl by typing :
cp /usr/bin/wmare-config.pl /usr/bin/vmware-config.pl

if you're using mandriva then there's no need to update the vmware-config.pl but if you're using fedora then you type :
cd /tmp
wget http://jaws.go2linux.org/archivos/vmware-any-any-update109.tar.gz
tar zxvf vmware-any-any-update109.tar.gz
cd vmware-any-any-update109.tar.gz
./runme.pl

I've tried using kernel version 2.6.22 and update the vmware patch but it's not working so I recommend using kernel 2.6.21