Before you install Kannel module for Drupal, you must install Kannel SMS Gateway.
Here are the steps to install Kannel:

# wget http://www.kannel.org/download/1.4.3/gateway-1.4.3.tar.gz
# tar -zxfv gateway-1.4.3.tar.gz
# cd gateway-1.4.3
# ./configure --enable-start-stop-daemon --with-mysql
# make
# make install

Then edit /etc/kannel.conf according to your SMS modem and settings.

NOTE: Using rpm

You can use rpm format to install Kannel but make sure this rpm sopport MySQL (Kannel compiled with MySQL support).

How to check Kannel status

Simply execute this command on your browser:

http://localhost:13000/status