[egenix-users] Error building egenix-mx-experimental-0.6.0

[Max M]

I am trying to build egenix-mx-experimental-0.6.0, on a Linux machine, 
on which I have only a normal user account. I have copied the .tgz 
source file to a directory and typed:

    /home/zope/Zope-2.5.1-linux2-x86/bin/python setup.py build

And then it stops at:

building 'mx.Number.mxNumber.mxNumber' extension
gcc -g -O2 -Wall -Wstrict-prototypes -fPIC -Imx/Number/mxNumber 
-I/home/zope/Zope-2.5.1-linux2-x86/include/python2.1 -c 
mx/Number/mxNumber/mxNumber.c -o 
build/temp.linux-i586-2.1/mx/Number/mxNumber/mxNumber/mxNumber.o
In file included from mx/Number/mxNumber/mxNumber.c:24:
mx/Number/mxNumber/mxNumber.h:33: gmp.h: No such file or directory
error: command 'gcc' failed with exit status 1

Am I doing it wrong or am I missing a file? I am not too acustomed to 
Linux so please bear with me.

The man page says that it's running gcc-2.95

regards Max M