This file doesn't include itself:
/usr/include/bits/errno.h
linux/errno.h
linux/errno.h should be the errno.h of your kernel, which is normally in:
Code:
/usr/src/linux-2.x.y/include/linux/errno.h
Try
Code:
locate linux/errno.h
to find out, where your kernel-sources are.

Perhaps you installed without kernel-sources, or the configuration-script didn't find them. If you're familar with gcc, you may tell 'configure' where to look for additional Include-dirs. './configure --help' shows possible options.