Mandrake 9.2 installs bsddb 4.1 under /usr/lib, and apparently 
Python 2.4a3's setup.py doesn't pick it up -- adding /usr/lib to the 
list of directories where bsddb 4 is being searched for, and 
rerunning make, seems to fix the problem.  (Problem does not 
appear on Mandrake 9.1, where I had installed sleepycat's stuff 
under /usr/local/BerkeleyDB.4.1 "by hand"; nor on MacOSX, where 
I had a fink-installed one in /sw/lib; no similar problem with any 
other module on any of these platforms, except bsddb).