Before I ask my question I want to say I googled this the past three days and found many resources and fixes
but none worked for me. I manually downloaded and installed VMplayer which went without any issues.
When I run VMplayer here is the exact error message.

"C header files matching your running kernel were not found. Refer to your distribution's documentation for installation instructions."

Here is what I did.
apt-get update
apt-get upgrade
apt-get update

root@eofbox:/usr/src# uname -a
Linux eofbox 3.14-kali1-686-pae #1 SMP Debian 3.14.5-1kali1 (2014-06-07) i686 GNU/Linux
root@eofbox:/usr/src# uname -r
3.14-kali1-686-pae
root@eofbox:/usr/src#



Here is the headers I currently have installed
root@eofbox:/usr/src# ls
linux-headers-3.14-kali1-686-pae linux-kbuild-4.0 virtualbox-4.3.20

The first one matches exactly with my uname -r output so when I run vmPLayer
and select that directory it still doesn't work.

root@eofbox:/usr/src# apt-get install linux-headers-$(uname -r)
Reading package lists... Done
Building dependency tree
Reading state information... Done
E: Unable to locate package linux-headers-3.14-kali1-686-pae
E: Couldn't find any package by regex 'linux-headers-3.14-kali1-686-pae'

Here is the output of my /etc/apt/sources.list file:

deb http://http.kali.org/kali sana main non-free contrib
deb http://security.kali.org/kali-security sana/updates main contrib non-free

deb-src http://http.kali.org/kali sana main non-free contrib
deb-src http://security.kali.org/kali-security sana/updates main contrib non-free

Note: Some people say I need to add and/or change the "sana" to "kali" but then that gives me bunch
of errors when I do apt-get update the sources no longer exist.

I tried reinstalling vmplayer the only headers that gives me the option to install is this:
root@eofbox:/usr/src# apt-get install linux-headers-
linux-headers-4.0.0-kali1-586 linux-headers-4.0.0-kali1-common
linux-headers-4.0.0-kali1-686-pae linux-headers-586
linux-headers-4.0.0-kali1-all linux-headers-686-pae
linux-headers-4.0.0-kali1-all-i386

I'm so frustrated I even tried installing some of these just in case nothing works by uname -r is 3.14-kali1-686-pae
which isnt listed above BUT under /usr/src as I stated above looks like I have it installed already but selecting that
with vmplayer says headers still dont match. I'm so frustrated here I just want to figure this out.

Anyone please help. Thank You!