[Exim] Problem building Exim4 (dbstuff.h?)

I'm doing a vanilla install of Exim 4.04 on Redhat 7.3 and when I try
and make it I get the following error:

gcc -c -O  exim_dbmbuild.c
In file included from exim.h:324,
                 from exim_dbmbuild.c:30:
dbstuff.h:101:16: db.h: No such file or directory
make[1]: *** [exim_dbmbuild] Error 1
make[1]: Leaving directory `/root/exim-4.04/build-Linux-i386'
make: *** [go] Error 2

How do I get it to make?

Thanks,
Matt