Compiling Pygame from source:
(Whenever there's a failure in configuring, make sure the newly installed packages are registered in PATH, LD_LIBRARY_PATH and CPATH ... environment variables.)
1. extract *.tar.gz
2. switch to directory smpeg-0.4.4, make it:
  2.1 $ ./configure
      (if want to install to another directory: $ ./configure --prefix=PREFIX1)
  2.2 edit Makefile, change the line "CC = gcc" to "CC = g++", save, exit
  2.3 $ make
  2.4 $ su if necessary, then $ make install, $ exit if sued
3. switch to directory Numeric-23.0, make it:
  simply run setup.py with parameter "install" on the python on which you want to install Numeric
  by default: $ python setup.py install ($ su first if necessary and $ exit after done)
4. switch to directory freetype-2.1.4, make it:
  4.1 $ ./configure
      (if want to install to another directory: $ ./configure --prefix=PREFIX2)
  4.2 make
  4.3 $ su if necessary, then $ make install, $ exit if sued
5. switch to directory SDL_ttf-2.0.6, make it:
  5.1 $ ./configure
      (if want to install to another directory: $ ./configure --prefix=PREFIX3)
  5.2 edit SDL_ttf.c, add this new line to the head:
        #define ft_open_stream FT_OPEN_STREAM
      save, exit
  5.3 make
  5.4 $ su if necessary, then $ make install, $ exit if sued
6. switch to directory pygame-1.5.6, make it:
  6.1 if you did not specify --prefix when configuring SDL_ttf-2.0.6, insert this line:
        incdirs.append('/usr/local/include/SDL')
      before line 158 (a for loop) of config_unix.py
      if you did specify PREFIX3, insert the following 2 lines:
        incdirs.append('PREFIX3/include/SDL')
        libdirs.append('PREFIX3/lib')
      before line 158 (a for loop) of config_unix.py, where PREFIX3 should be the full path of the PREFIX3 you have specified
      save, exit
  6.2 $ python setup.py
      (setup.py configures the making for the first time; later on, you must run config.py before running it)
      (the python you run should be the one on which you want to install pygame, $ su first if necessary and $ exit after done)
Congratulations!

Making RPM package:
switch to directory pygame-1.5.6, make rpm:
  $ python setup.py bdist_rpm
  you'll get an AssertionError and stop, look at the last file in the trace, edit it (you may need to $ su first), and remove the 2 offending lines
  $ python setup.py bdist_rpm
the RPM files are in the dist directory

Good luck to everyone!