You can't 'build from source' without a prior compiler. Installing a compiler is a fairly big task to set up correctly, you might want to look into a package management system to do it for you. Specifically you need at least the required versions of binutils, and an up-to-date C library (glibc).
If you want to roll your own 4.x.x series from source, use your distro's package management service to get an older 3.4.x series compiler (or just use the CDs and install development tools), then use that compiler to compile the latest compiler. It might be a good idea to have a 3.xx series compiler residing alongside a 4.0.x series compiler, in case the newer doesnt always work as you hoped. If you just want the latest compiler because you need a compiler, its probably a heck of a lot easier to use package management and forget compiling from source. Compilers are written in C so you obviously need a C compiler to compile them.
Hope that helped!