Ahm...I am not really sure but I think I know what the problem is.
Be sure about 2 things:
1. That you are logged in as root when you are doing the make install (sounds a bit stupid but...
2. That you have the python-devel packages.
Most probably I would bet that you don't have the devel packages. So just use YaST to get them from the CDs and I guess you will be alright. Otherwise, I am not very sure what the problem may be.
Hope I helped.