Security is a big issue in Linux. It is meant as a multi-user environment, meaning that several people could use the same system without compromising system security. Every person who uses your system, should have their own login name and password, which creates them their home directory (most likely in /home). A regular user can only write in their home directory and in the /tmp directory. In order to write anywhere else on the system (such as /root , /usr, /etc), you must be logged in as "root" which is the super user (or administrator if you will).
So, if you are in the console (or xterm), and you want to move something to the root directory or the /usr directory, or as you are doing above, a make install, you need to "su" as root. From the commandline, issue the command "su" which will then ask you for a password, enter in your "root" password that you setup on install. You will then be logged in as root, and be able to install anywhere on the system. You should never user root for a long period of time, because one slip-up, and you could delete something you didn't want to delete. Only use root for short periods of time. When i'm compiling a program, i usually download the tarball, extract it, run "configure" and "make" as regular user, and then su root to "make install", then i get right out of root and back to regular user again.
I hope this explains it better for you