It seems that some *.o file is not installed, but how can I get them?

[Jeff Epler]

You'll need -l<libname>.  Based on the included error messages, you
probably need -lm -ldl -lpty

In the /usr/lib/python2.2/config/Makefile, there's a definition of
SYSLIBS.  It may be that this is the list you're looking for.

Jeff