mmm, why things are never easy...
The instruccions above do not work for me. I did follow the instruccions: I went to the git download the MPSS 3.4.2  module, compile... everything went well until "Converting and Installing RPM Packages". I go to the intel website and: MPSS-3.4.3 and not 3.4.2!
So I download now the src from Intel (from 3.4.3) but the $make command do not compile:

make -C /lib/modules/3.13.0-46-generic/build M=/home/jofre/Downloads/mpss-3.4.3/src/mpss-modules-3.4.3 modules 
        INSTALL_MOD_PATH=
make[1]: Entering directory `/usr/src/linux-headers-3.13.0-46-generic'
/home/jofre/Downloads/mpss-3.4.3/src/mpss-modules-3.4.3/Kbuild:10: *** building for host, but $(MIC_CARD_ARCH) is unset.  Stop.
make[1]: *** [_module_/home/jofre/Downloads/mpss-3.4.3/src/mpss-modules-3.4.3] Error 2
make[1]: Leaving directory `/usr/src/linux-headers-3.13.0-46-generic'
make: *** [modules] Error 2

Any ideas?

For info, I installed Lubuntu 14.04.2 LTS, and then install the kernel and headers of 3.13 branch, and changed grub to boot from it.

All the best.