You need kernel sources to compile a module, and I don't think they're installed by default,
I think they are installed by default. They are installed on mine (specifically, kernel-stripped-src 3.0.8-i686-1vl70 along with the headers and modules). Perhaps I manually installed them, but I don't recall doing this. I do have NVIDIA-Linux-x86 installed on my computer for my video card.
Anyway, to get back to the original question, I think that if you have the following packages installed, then attempting to install the proprietary ATI driver should work:
So, whether via the command line as roarde suggested, or via the gui application Gslapt as retired1af suggested, just make sure these are installed. My personal preference is using Gslapt, so try the following:
open Gslapt (via Menu/System/Gslapt Package Manager), and do a search for "kernel" to see if these are installed. If not, and there are locks on these packages, then go to Edit/Preferences/Excludes within Gslapt and remove kernel, kernel-source, kernel-modules, kernel-ide, and kernel-headers from the Excludes list, and then update. Then install the packages that are listed above. Then go back, and add kernel, kernel-source, kernel-modules, kernel-ide, and kernel-headers back to the Excludes list in Gslapt, then update. May need to reboot.
Then try to install the ATI driver again. If it does install, reboot, and run the following to see if you've had success (I'm assuming you want to enable 3d rendering, which really is the only reason to install the proprietary drivers -- otherwise it's best to just stick with xf86-video-ati.)
root:# glxinfo | grep direct
direct rendering: Yes
Running synchronized to the vertical refresh. The framerate should be
approximately the same as the monitor refresh rate.
2331 frames in 5.0 seconds = 466.106 FPS
2308 frames in 5.0 seconds = 461.449 FPS
2402 frames in 5.0 seconds = 480.238 FPS
2383 frames in 5.0 seconds = 476.562 FPS
The second command will give you a little window with gears spinning. If you don't have 3d acceleration going, then the gears will go at snail-crawl pace and the results you'll get will be like 80 FPS rather than 400 FPS or higher, depending upon your card.
You may wish to try the given driver (xf86-video-ati) first as sledgehammer suggested, along with making sure mesa is installed (via Gslapt) to see if that works before installing the proprietary driver.
ETA: I don't know if you have an x86 or amd64 or whatever computer. But, if it's not x86, then make the appropriate substitutions.