Unfortunately, there are some cases when things do not go smoothly.
In case you have problem compiling your modules:
Do you have all the tools required ? (make, gcc, make-kpkg, etc...)
Do you have the correct headers installed ? (kernel headers, but also standard libc headers, etc...)
have you checked that module X didn't need the source of module Y (header files, actually) to be successfully compiled ? If so download module Y's source, and try again.
A grand classic.
The module you're trying to load can't find some functions it needs. That means: you haven't run 'depmod' or you lack a module.
If running 'depmod' doesn't solve your problem, read the doc again, and check that you have all the other modules that are needed.
Another classic.
You need to add the corresponding 'alias' in /etc/modutils, or compile the module if it's not available.
Some aliases are defined by default in /etc/modutils/aliases. If you know what you're doing you can disable them there.