You really should provide a bit more info. I am sure you know exactly what you are talkin about, but to us, that's as generic as it gets (to me anyway).
You'll need some tools installed to compile programs from source. You'll need GCC, glibc, binutils and a few others. These are called devlopment tools and are used to compile/install programs from source.
Just to set it straight though a VERY generic way to install SOME sources is:
After each one finishes make sure there were no errors. If there were, that's what you'll need to fix. Also, most of the time you'll want to read the README and INSTALL files for more information on how to install the program and maybe some necessary tools/files/libs as well. Alot of the time you can:
To get some more info on things you can add to the configure script to aid in the installation/enhance the program abilities.
If you post here some of the error messages, we might be able to help a bit more too