The good news: You can get the package the Nvidia installer is looking for by doing
yum install kernel-devel
If you don't have a 'c' compiler yet, which the installer also needs, you get that with
The bad news: F9 has a newer version of the X-server, which the Nvidia drivers are not yet compatible with, so any nvidia driver kernel module you might build, won't work anyway. Like many others, you'll need to wait for Nvidia to update their Linux driver package to include support for the newer X-server that resides in F9.
edit: And, as pointed out in the post above, a simple search on the forum would have provided you with ample information on this subject.