<boost_source>/more/getting_started.html#Preparation
<boost_source>/tools/build/jam_src/index.html#building_bjam
chimezie@Zion:/tmp/boost_1_33_1$ find . -name build.sh
./tools/build/jam_src/build.sh
chimezie@Zion:/tmp/boost_1_33_1/tools/build/jam_src$ ./build.sh
.. snip build ..
[MKDIR] bin.linuxx86
[COMPILE] bin.linuxx86/bjam
chimezie@Zion:/tmp/boost_1_33_1/tools/build/jam_src$ cd /tmp/bgl-python-0.9/
chimezie@Zion:/tmp/bgl-python-0.9$ export BOOST_ROOT=/tmp/boost_1_33_1/
chimezie@Zion:/tmp/bgl-python-0.9$ bjam
.. snip build ..

From bgl-python README:

    In the "python" subdirectory there will be a file "libboostpython.EXT"
    (EXT is the extension used for shared libraries on your platform). You
    should copy that file some place where your dynamic linker can find
    it, so set your LD_LIBRARY_PATH equivalent to include the python
    subdirectory.

chimezie@Zion:/tmp/bgl-python-0.9$ cp python/libboost_python.so* /usr/local/lib/
chimezie@Zion:/tmp/bgl-python-0.9$ cp -R python/* /usr/lib/python2.4/site-packages/