Trying to follow the directions from: http://github.com/zeromq/jzmq
I installed pkg-config using Homebrew and then I run the following commands: ./autogen.sh ./configure
A better solution is:
eval `brew --config | grep HOMEBREW_PREFIX | sed 's/: /=/'` sudo bash -c 'echo '$HOMEBREW_PREFIX/share/aclocal' >> `aclocal --print-ac-dir`/dirlist'
This will allow the version of aclocal that ships with OSX to find any macros installed by homebrew packages.