Sounds like no kernel source to me. You can grab the kernel source from
ftp.us.kernel.org/pub/linux/kernel/v2.2/linux-2.2.17.tar.gz
or
ftp.us.kernel.org/pub/linux/kernel/v2.2/linux-2.2.17.tar.bz2

then, tar xvfz linux-2.2.17.tar.gz -C /usr/src
or 
tar xvfI linux-2.2.17.tar.bz2 -C /usr/src

Now you can cd to /usr/src/linux and make menuconfig should work. 

-- 
Andy Zbikowski, Sys Admin   | (PH)  763-428-9119 (EX:132)
LTI Flexible Products, Inc. | (FAX)  763-428-9126
21801 Industrial Blvd       | (PCS) 612-306-6055
Rogers, MN  55374           | (WEB) http://www.ltiflex.com
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