The kernel headers are available from
http://www.linode.com/src/ -- although 2.6.38 isn't up yet; you should file a ticket to poke them about it.
The question is what you're actually doing, and what you need them for. Linode typically compiles features in, rather than using modules. Some distro scripts are too dumb to accept that. What you're looking for may already be available.
Edit (2011-04-16T16:09Z): I poked them. They explained to me that Linode is using the stock 2.6.38 sources, so you can just go over and get 'em from kernel.org and apply your node's /proc/config.gz.