Ubuntu :: Where To Find Kernel Code Source

I was trying to install VPN client for my Ubuntu 9.10 64-bit. During the installation process the terminal reads:

"Directory containing linux kernel source code [/lib/modules/2.6.31-21-generic/build]"

On that I pressed enter for the default option (in bold). After a few more steps I reached the following error:

Making module
sh: Can't open ./driver_build.sh
Failed to make module "cisco_ipsec.ko".

[/lib/modules/2.6.31-21-generic/build] is the location where the installer expects the kernel source to be (I am guessing). So unless I correct the terminal (by providing the location of the kernel source), I think I will keep on getting the same error message.

So to get the kernel source I visited: [URL]From there I copy pasted the command:

sudo apt-get build-dep --no-install-recommends linux-image-$(uname -r)
apt-get source linux-image-$(uname -r)

Everything went fine, but even now I don't know if at all I have a kernel source and where it exists on my machine.