Hello,
this has probably nothing to do with your kernel headers package.
There seems to be something wrong with the file "linux-media-LATEST.tar.bz2" related to your kernel version, wich is downloaded by the build script (and renamed to "linux-media.tar.bz2").
The solution that i used today and that worked for me was to modify the following file: /usr/src/media_build/linux/Makefile
Here is the part you need to modify:
#LATEST_TAR := http://linuxtv.org/downloads/d…inux-media-LATEST.tar.bz2
LATEST_TAR := http://linuxtv.org/downloads/d…-media-2012-10-28.tar.bz2
#LATEST_TAR_MD5 := http://linuxtv.org/downloads/d…-media-LATEST.tar.bz2.md5
LATEST_TAR_MD5 := http://linuxtv.org/downloads/d…ia-2012-10-28.tar.bz2.md5
As you can see i dont want to download the latest version of this file, but a specific version.
It is working for me, but i use it for something completely different, and to be honest i didnt know what is vdr at all 
I just found this forum while searching for a solution for my problem after i needed to update my computer ...
Of course you can choose another file version, just by changing the file name in the Makefile to an existing file you will find on this webpage: http://linuxtv.org/downloads/drivers/
I use a kernel version 3.2.0-3 currently.
Cheers
Frédéric Stemmelin