[root@ bncsutil]# make g++ -Wall -O3 -I ../ -Wno-multichar -fPIC -shared -lgmp bsha1.o cdkeydecoder.o checkrevision.o decodekey.o file.o libinfo.o oldauth.o nls.o p
sudo apt-get install libgmp3-dev
Did the trick for me.(for Ubuntu)
I had this problem with Centos:
yum install gmp-devel.x86_64
fixed it for me for eventmachine ruby gem that would not install. Hope that helps someone.