quite easy on ubuntu.
1: build sqlite first.. use the latest autoconf version
2: apt-get install libbz2-dev
3: apt-get install zlib1g-dev
4: apt-get install libssl-dev
5: apt-get install libffi-dev
6: apt-get install libreadline-dev
7: apt-get install libncurses5-dev
for pyrun
cd PyRun and make.
for python
./configure
make
make install
--with-pydebug for a debug version
enjoy.