This issue is due to presence of Cisco bug ID CSCsg66766.
Any Linux Kernel version later than 2.6.18 does not have a config.h file in the source files and does not go forward.
For a workaround, complete these steps:
First, use the touch command in the Kernel source directory as given in this example, in order to create the config.h file:
[root@hostanme build]#touch config.h
Then install the script.
Note: During installation, this error message can possibly appear as well:
usr/src/vpn/vpnclient/interceptor.c:553: error: 'CHECKSUM_HW' undeclared (first use in this function)
In order to resolve this issue, download, compile and install the patch for Cisco VPN Client. Note: This is a third party link.