I finally came to a point where I installed all needed files (including devMySQL and devJPEG etc.) then I finally could compile/install zoneminder.
I configured it with: "./configure --with-mysql=/usr/local/mysql-standard-4.1.0-alpha-pc-linux-i686/ --with-webdir=/var/www/html --with-cgidir=/var/www/cgi-bin"
Then I wanted to configure it with "perl zmconfig.pl" but it gave this error:
"Can't locate DBI.pm in @INC (@INC contains: /usr/local/lib/perl5/5.8.1/i686-linux /usr/local/lib/perl5/5.8.1 /usr/local/lib/perl5/site_perl/5.8.1/i686-linux /usr/local/lib/perl5/site_perl/5.8.1 /usr/local/lib/perl5/site_perl .) at zmconfig.pl line 31.
BEGIN failed--compilation aborted at zmconfig.pl line 31."
HELP?