On Linux it is easiest to get setup for SDL development using a package management system such as yum or apt.
On a Fedora Core 14 system the following command (run as root) installs all the packages needed to compile the Classic Invaders source.
# yum install gcc gcc-c++ SDL-devel SDL_mixer-devel SDL_image-devel SDL_ttf-devel boost-devel
On Ubuntu 10.04, 11.10, and 12.10 systems this command will install the needed packages.
$ sudo apt-get install build-essential libsdl1.2-dev libsdl-image1.2-dev libsdl-mixer1.2-dev \ libsdl-ttf2.0-dev libboost-dev