I compiled gnuradio from source in Ubuntu 7.10 and I was having the same
problems as you until I realized that you need to install the
packages for almost all the dependencies. There are some where you don’t
need the -dev packages, but it doesn’t hurt to install them. So go ahead
install the “-dev” packages for all the dependencies using synaptic. In
case it will be “python-numpy-dev” and “libboost-dev”.
Hope that helps.