Something looks a bit sideways at http://www.valgrind.org/docs/manual/dist.install.html :

3.�INSTALL


������Basic�Installation
==================

���These�are�generic�installation�instructions.

���The�`configure'�shell�script�attempts�to�guess�correct�values�for
various�system-dependent�variables�used�during�compilation.��It�uses
those�values�to�create�a�`Makefile'�in�each�directory�of�the�package.
It�may�also�create�one�or�more�`.h'�files�containing�system-dependent
definitions.��Finally,�it�creates�a�shell�script�`config.status'�that
you�can�run�in�the�future�to�recreate�the�current�configuration,�a�file
`config.cache'�that�saves�the�results�of�its�tests�to�speed�up
reconfiguring,�and�a�file�`config.log'�containing�compiler�output
(useful�mainly�for�debugging�`configure').
...