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Oh, yes, I may have missed a few necessary to compile modules when I gave you that command. I never tried doing that on the live cd.
The package build-essential might help, maybe? (Grasping at straws here)

As for that error message, it looks like one of those "forget about it!" types of errors. Installing somewhere is probably the best bet.

I know that Ubuntu is pretty cooperative with VMWare. You can get the vmware server straight from the package repositories! (By the way, Add / Remove Programs under Applications is yet another way to install stuff, but with a more pleasant to navigate listing).
The trouble with VMWare is finding a virtual machine, which is made difficult by design.