The 3.7 kernel headers are no longer in the repo.
Code:
root@kali ~$ apt-cache search linux-headers
linux-headers-3.12-kali1-486 - Header files for Linux 3.12-kali1-486
linux-headers-3.12-kali1-686-pae - Header files for Linux 3.12-kali1-686-pae
linux-headers-3.12-kali1-all - All header files for Linux 3.12 (meta-package)
linux-headers-3.12-kali1-all-i386 - All header files for Linux 3.12 (meta-package)
linux-headers-3.12-kali1-amd64 - Header files for Linux 3.12-kali1-amd64
linux-headers-3.12-kali1-common - Common header files for Linux 3.12-kali1
linux-headers-3.12-kali1-common-rt - Common header files for Linux 3.12-kali1-rt
linux-headers-3.12-kali1-rt-686-pae - Header files for Linux 3.12-kali1-rt-686-pae
linux-headers-486 - Header files for Linux 486 configuration (meta-package)
linux-headers-686-pae - Header files for Linux 686-pae configuration (meta-package)
linux-headers-amd64 - Header files for Linux amd64 configuration (meta-package)
linux-headers-rt-686-pae - Header files for Linux rt-686-pae configuration (meta-package)
root@kali ~$
Update to 3.12 (apt-get update && apt-get dist-upgrade), afterwards, reboot your machine into the new kernel (on the grub menu select 3.12) and try again.
Code:
root@kali ~$ uname -a
Linux kali 3.12-kali1-686-pae #1 SMP Debian 3.12.6-2kali1 (2014-01-06) i686 GNU/Linux
root@kali ~$