You will need to have the include files for both Apache and Python, as well as the Python library installed on your system. If you installed Python and Apache from source, then you already have everything that's needed. However, if you are using prepackaged software (e.g. Linux Red Hat RPM, Debian, or Solaris packages from sunsite, etc) then chances are, you just have the binaries and not the sources on your system. Often, the include files and the libraries are part of separate "development" package. If you are not sure whether you have all the necessary files, either compile and install Python and Apache from source, or refer to the documentation for your system on how to get the development packages.