Sounds like you need to install zlib1g-dev. In Ubuntu you can find this package by running:
Then search (by pressing '/') for zlib1g-dev. When you find it pres '+' to marge it for install, then press 'g' twice to install.
If you're using fedora try:
sudo yum install zlib1g-dev
but note that I haven't verified that this works on fedora (I'm using Ubuntu at home and Fedora at work).