Not sure if it’s the same message. But I had an issue with the zip file. So I expanded it and copied the directory to the /home/pi/ directory and used these commands.

cd custom_kernel_1.20150317-1
sudo ./install.sh

by default the terminal is in /home/pi which is represented by the tilde symbol ~ so you only have to cd into the directory you copied into the pi directory. Check the directory name matches the command. Rename it to make easier if you need to.

Hope that helps.

– Amendment – Also note that there are two version of the kernel posted in this thread. The second more up-to-date one is on page two of this thread and matches the name in the command above.