Hello,
I keep trying to install Pygame via source on Xubuntu, but it keeps telling me I'm missing SDL_ttf, SDL_mixer, SDL_image, and Numeric. However, I know I've Numeric on the system, and I did an apt-get for libsdl-ttf, libsdl-mixer and libsdl-image that reported back as successes.
Try install the dev packages for the libraries you need. eg libsdl-ttf-dev, lib-sdl-dev (or something similar)
-Sw.