This is how i did it in my ubuntu 11.04 in detail:
1- Install the dependencies using the command:
sudo apt-get install xutils-dev libpciaccess-dev x11proto-dri2-dev x11proto-gl-dev libxdamage-dev libxfixes-dev
2- The mesa library needs libdrm version >= 2.4.24 which is not available in the ubuntu 11.04 repository (older version is available) so you have to download the source and build it using the following commands:
./configure
make
make install
3-Download mesa library and then compile it using the following commands:
./configure --prefix=install_directory
make realclean
make linux-fbdev
sudo make install
be careful when you choose the install_directory so that you don't overwrite the system's mesa library.
after that compile your application using the options : -lGL -lOSMesa -ldl -L'install_directory/lib' -I'install_directory/include'