I actually had a similar problem installing hping from source. All that error message is telling you is that the man (manual) pages for hping weren't installed. hping should be installed on your system and working. If you don't really mind not having a man page for hping, you can just ignore it and look at the hping documentation in the directory where you unpacked it for instructions.
If you really, really want a hping man page, you can open up the source code and change the path where it is trying to install the man page to the proper path and then re-compile it.
edit: Or you can listen to Tinkster who beat me to it and do it the easy way