package needs linux headers - where do I get them?

I am creating an encrypted usb hard drive for my sensitive files to be carried around with me. I want to access them from different computers and different operating systems.

I have installed truecrypt (www.truecrypt.org) on my linux system at home. I have created several partitions on the usb drive, one of them encrypted with truecrypt. The first partition of this usb drive is meant to be able to boot a linux system in case I want to access the files from someone else's pc without installing the truecrypt software. I have successfully moved knoppix to that partition and made it bootable.

Only: I cannot install truecrypt from source on this system after chroot'ing, because there seem to be no linux header files available for the new knoppix 5.0.1!

Is that true or an I overlooking something? Does anyone know a way out?

Help would be appreciated. Thank you.