The most appropriate kernel-devel package that shows up in yum is 2.6.15-1.2041_FC5-i686 but the "build" symlink in /lib/modules/2.6.15-1.2041_FC5smp points to ../../../usr/src/kernels/2.6.15-1.2041_FC5-smp-i686 which isn't installed by the kernel-devel package I don't know if this is an actual bug or me not finding the right bit of documentation. Perhaps the sources are all the same but the .config needs a slight tweak? Even if this is ESTOOPIDUSER, it would be nice if the rpms just did the right magic so the issue never came up.
the kernel-smp-devel package needs to be installed. could be you hit a mirror that hadn't finished syncing.