[exim] cannot compile with DomainKeys

I wonder if anyone can help?

I've been on this for days now!... and have tried everything I can think of
and find through Googling.

I cannot get Exim to compile with DomainKeys support..

I've followed all the instructions at:
http://wiki.exim.org/DomainKeys

My OS is CentOS-5.3

I can compile fine when I comment out:

EXPERIMENTAL_DOMAINKEYS=yes
CFLAGS += -I/<path to my>/libdomainkeys-0.69
LDFLAGS += -ldomainkeys -L/<path to my>/libdomainkeys-0.69

I'm using the latest libdomainkeys 0.69 if that might be an issue.

Anyway during compile I get the error:
gcc -o exim
/usr/local/src/libdomainkeys-0.69/libdomainkeys.a(domainkeys.o): In function
`dk_free':
domainkeys.c:(.text+0x30c): undefined reference to `CRYPTO_free'

...and it's all downhill from there :-(

I have openssl & openssl-dev installed and even ended up using yum to
install the whole 'Development Tools' group from CentOS, to make sure I'd
got all the libraries.

I'd appriciate if anyone can help?