While running ./configure things may bail out with the message “cannot find the flags to link with boost thread”. This is cause by configure not being able to find the development version of the libboost-thread libraries on the current library path. If you’ve not built libboost from source, you probably need to install the -dev version of the libboost-thread package for your distribution.
For ubuntu this package is named libboost-thread-dev (you’ll find specific versions under names such as “libboost-thread1.46-dev”. Do apt-cache search libboost-thread to see which packages are available).
For Gentoo the package is named dev-libs/boost, so just emerge that one (thanks to J/#gearman).