That's right, you have to make the versions of kernel and kernel-source match. It might be the problem of our urpm sources, which just don't carry the newest kernel version for whatever reasons. The newest version of kernel I can get is also 2.6.11.
6mdk-1-1mdk, however the newest version of kernel-source is 2.6.11-
12mdk, apparently that's 6mdks of difference there!
So, you need to grab kernel-source-2.6.11-
6mdk instead, which is provided by Dsoyertoy's post, I stole the URL here for your convenience:
http://rpmfind.net/linux/RPM/mandrake/.../kernel-source-2.6-2.6.11-6mdk.i586.html
Everything will be fine afterwards based on my experience. By the way I did update local urpmi.cfg.