Please don't ship third party sources with your code, either in the source or linked statically into the binaries, or any other way. That will just interfere with other copies of the same, and won't get updated when the library requires fixing. Do tell the user what the requirements are (and keep up with API changes in the library!). A self-compiling user will make sure to get the dependencies, a distribution will make sure your package works with the version that they ship.
