root@rhaprpt:~# gem install mongrel_cluster --include-dependencies
Select which gem to install for your platform (i486-linux)
  1. mongrel 1.1.4 (x86-mswin32-60)
  2. mongrel 1.1.4 (java)
  3. mongrel 1.1.4 (ruby)
  4. mongrel 1.1.3 (i386-mswin32)
  5. mongrel 1.1.3 (java)
  6. mongrel 1.1.3 (ruby)
  7. Skip this gem
  8. Cancel installation
 > 3
Select which gem to install for your platform (i486-linux)
  1. fastthread 1.0.1 (mswin32)
  2. fastthread 1.0.1 (ruby)
  3. fastthread 1.0.1 (i386-mswin32)
  4. Skip this gem
  5. Cancel installation
 > 2
Building native extensions.  This could take a while...
ERROR:  While executing gem ... (Gem::Installer::ExtensionBuildError)
     ERROR: Failed to build gem native extension.

ruby extconf.rb install mongrel_cluster --include-dependencies
extconf.rb:1:in `require': no such file to load -- mkmf (LoadError)
	from extconf.rb:1


Gem files will remain installed in 
/var/lib/gems/1.8/gems/fastthread-1.0.1 for inspection.
Results logged to 
/var/lib/gems/1.8/gems/fastthread-1.0.1/ext/fastthread/gem_make.out
root@rhaprpt:~#

----snip----
I got the suggestion to install this from a post on using capistrano:

http://blog.codahale.com/2006/06/19/time-for-a-grown-up-server-rails-mongrel-apache-capistrano-and-you/