You need to be root to make directories in areas outside your /home/<username> directory. This is so a regular user doesn't mess up your system. In your particular case, when you make/make install, you're installing software that's available to everyone on the system, something that a regular user should definitely not be able to do. (One of the reasons win9x is so virus prone was because anyone using the computer could install anything they wanted, even by mistake--in the case of email viruses, etc.)
All you have to do is log in as root, or su to root (in a terminal/console/konsole) if you're already logged in as a user, and it should work fine. For most software, this is the standard procedure, but some stuff allows you to install as a regular user, but your limited to only that user having access (and root, of course). Experimental/Beta stuff would be an alternate example, as you don't really want it in production use.