I\'m currently following the tutorial Installing the SciPy Stack to install SciPy on Ubuntu 12.04 (Precise Pangolin) (I can\'t use apt-get install
apt-get install
I had the same problem as the OP (on Red Hat Linux 5.7 for me; yes, I know that's old) and all was fixed by installing the ATLAS headers (and "static libs", it says) via:
yum install atlas-devel