Just so that a others (hopefully) will be spared the annoying and time-consuming work of tracking down the source of the following error message:

* Missing header file: HsUnixCompat.h

On my Debian system (Debian 5.0.3 – “Lenny”) the missing package was libbsd-dev:

$ cabal unpack unix-compat
Unpacking unix-compat-0.1.2.1...
$ cd unix-compat-0.1.2.1/
$ runhaskell Setup.lhs configure -v3
[…]

/usr/bin/gcc returned ExitFailure 1 with error message:
In file included from include/HsUnixCompat.h:1,
from /tmp/18515.c:1:
/usr/lib/ghc-6.10.4/unix-2.3.2.0/include/HsUnix.h:79:21: error: libutil.h: No such file or directory
$ apt-file search libutil.h
libbsd-dev: /usr/include/libutil.h