Am not sure if I should ask here or on SO.
If you're a user who's having trouble installing a program, go ahead and ask here, even if installing the program happens to involve compiling from source. (Assuming you're trying to install the program on a unix system, of course.)
If you're a programmer having trouble with development tools, ask on Stack Overflow. There are plenty of questions about gcc, make, autoconf, etc.
In the intermediate case where you're making a small patch to an existing program and have trouble with that patch... I'd say it depends. If you are a programmer (i.e. you could have written that program given enough time and reference books), I think you should ask on Stack Overflow. If you're just trying to port a program to some strange unix variant that it doesn't support out of the box, and you don't have the baggage to follow the kind of programming answer you'd get on SO, you can try asking here.