To compile:

% ./configure --prefix=<some prefix> <other options>
% make
% make install

NOTE: if you are using a CVS tarball, use ./autogen.sh insteand of ./configure

To have a list of all configure options type ./configure --help
The important options are:
--prefix=/path/where/to/install
--with-fftw-dir=/path/to/fftw

Also, if you're compiling with gcc, we strongly suggest setting the CFLAGS 
and CXXFLAGS environment variables to '-O3'. Otherwise, the default is 
'-O2 -g' which creates huge (we mean it, think 100x bigger) binaries.
