Jeff, I think inromation about installing dependencies should be added to this Wiki. At least zlib and openssl are "must have" for libpq, psql and pg_dump\pg_restore
Hi Pavel,
That would be a good idea, but alas I have no idea how to do those things. For anyone who does know, I would invite you to add those instructions to the wiki. I made the Wiki page only because I grew tired of searching the archives for Andrew's instructions, not because I am an expert on the topic.