Most (All?) of the major Linux distros not only distribute the linux kernel, but also apply numerous patches to it. Thereby improving stability and adding lots of features. So you'll want to use Ubuntu's package system to grab down Ubuntu's patched kernel source!
You probably do NOT need to rebuild the kernel! Most likely, you just need the kernel-headers package for your current kernel to compile your USB driver. Assuming you are building it as a kernel module, you can then load it with modprobe or insmod. (lsmod & rmmod are also useful.)
If you do need to rebuild the kernel, well, it's easy. (So easy, I use kernel builds to test my hardware.) There's lots of Kernel Building HOWTO's on the web. You're in for a lot of fun trying to figure out what options you want as modules, what you want compiled in, and what you want to leave out. You can make the kernel smaller, but you might miss some of that stuff.
Amended to add:
I remember doing "sudo apt-get install linux-headers-eeepc," do I need more than that? If not then where are those headers because my test code that includes "linux/module.h" doesn't compile
There should be a way to list all the files in that linux-headers-eeepc package. I'm coming from the RedHat/RPM world. But I would guess something like dpkg --contents linux-headers-eeepc or dpkg --listfiles linux-headers-eeepc. You may have to play around with that a bit.
Alternatively, judging by http://packages.ubuntu.com/, packages like linux-headers-2.6.27-7 contain the file /usr/src/linux-headers-2.6.27-7/include/linux/module.h. So you might just want to look around in /usr/src/*/include/linux/module.h.
Alternatively, try:
% locate linux/module.h | grep 'linux/module.h$'
Or
% find / -path '*/linux/module.h'
(That find might take a while to complete...)