I honestly don't know what the deal is with OpenSSL, but I've run across that same problem with some programs I've installed from source. OpenLDAP was one in particular. Anyway, whatever the package you're trying to install, run ./configure --help and scan through the results. If the software uses OpenSSL, then I'm 99.9% sure there will be a configure script option of the form "--with-ssl=<path>" or something like that.
Read the description of the option, but i's likely just asking where the include files are located. If you installed OpenSSL in /usr/local, then the path might be /usr/local/include, /usr/local/incluse/openssl, or variations of. You can open the configure script itself and search for the error message. It will likely give you a clue as to what specific file it's looking for. Find that file, and provide a directory path that will help the configure script locate it.