Still ge tthe same message now I finally tried it with 4.0.16. Both PHP 4.2.13 and 14 don't work, same error. "configure: error: libjpeg.(a|so) not found"
I said earlier it's Centos 5.4 but I believe it's actually 5.5 kernel 2.6.18-194.8.1.el5
It does extract php-litespeed-5.4.tgz as you expected.