Hi there vinpor!!!
Welcome to LinuxQuestions.org. Logged as user, the only folder that you are able to make changes is /home/user/ and everything inside that folder. To be able to run "make install" you've to be "root". Think about root as the administrator in Windows, but he is the only who are able to install and remove programs, as well as modify any configuration outside the /home/user folder. Needless to say, it's dangerous to be root all the time. Wherever you need to perform a root operation, use the "su" command. You will be prompted by the password.
For a good understanding of installing programs under Linux, I'd recommend reading this thread:
http://www.linuxquestions.org/questi...threadid=45094
Good luck!