The path "" is not a valid path to the X.X.X generic kernel headers

I was trying to install VMware tools for Vsphere 4.1 to an Ubuntu 12.04 LTS server (right here I should say that I hate the VMware Tools Gcc and Make needs.)

During the installation it stopped with the error below.

Searching for GCC...
Detected GCC binary at "/usr/bin/gcc".
The path "/usr/bin/gcc" appears to be a valid path to the gcc binary.
Would you like to change it? [no] 

Searching for a valid kernel header path...
The path "" is not a valid path to the 3.8.0-29-generic kernel headers.
Would you like to change it? [yes]

The solution is right here : 

http://askubuntu.com/questions/131351/how-to-install-vmware-tools

sudo ln -s /usr/src/linux-headers-$(uname -r)/include/generated/uapi/linux/version.h /usr/src/linux-headers-$(uname -r)/include/linux/version.h

Simple but boring.