hi. not sure what it's like on other distros, but i just had a bit of hassle setting up the libmp3lame.so module for Audacity on debian.
just thought i would add this post in case it happens to help someone
from other posts in this thread it looks as though on RedHat when you build the module from source it gets put in /usr/lib/
i couldn't find my libmp3lame.so module for hours. turned out it was in /usr/local/lib/
some of the info i am about to provide kind of doubles up on things already said in this thread, but for anyone who requires Debian specific help:
download lame source from
http://lame.sourceforge.net/download/download.html (thanks megaspaz)
tar -xvzf lame-3.96.1.tar.gz (assuming you choose to use 3.96.1)
cd lame-3.96.1
./configure
make
make install
cd /usr/local/lib/
dir libmp*
libmp3lame.so and a few other similar files should show up
hope this saves someone some time