Firstly, I would suspect that sdl-config --lib is not returning the appropriate library path. I'd physically verify that the GLU library file is in a path provided by the sdl-config --libs, and if not, then there you go, and you can provide that lib path in your compile string.
If it is located in that path, then I would suspect that it might have to do with the ordering of the compile string. I've had problems in the past that seemed really weird, but it was simply a matter of putting the library paths and files first before the code I'm compiling.
If it still is giving you problems, try running "ldconfig" to update the shared library information, then compile again. If that doesn't work, then I would create a symlink to the actual GLU library in /usr/lib, so that there can be no doubt in finding it.
Hopefully one of these items will help!