[Exim] Problems compiling 3.03 on RedHat 6.0

I get the following error:

make[1]: *** No rule to make target `lookups/lookups.a', needed by
`exim'. Stop.
make[1]: Leaving directory `/usr/local/src/exim-3.03/build-Linux-i386'
make: *** [go] Error 2


Any ideas? Thanks.