There is a package called linux-headers-*** that automatically installs the latest kernelheaders, so you don't need to install them manually each time.
There are 4 flavours of this package: 386, 686, k7, server.
If you don't know wich one you need, execute
It will give you something like 2.6.15-26-
k7 or 2.6.15-26-
686
Now you know the right flavour, install it by
Code:
sudo apt-get install linux-headers-***
Replace the *** with 386, 686, k7 or server.