Instead of building it yourself, the non debian way, you should use a package. That's very easy with Launchpad's rocking PPA feature.
Just add the proper sources (of python-dev) to your sources.list in /etc/apt/sources.list , make sure you import the pub key for the archive so apt won't complain , sudo apt-get update and sudo apt-get install python2.6. And you've got 2.6 packages made by Ubuntu's Python Chief , Matthias Klose. This is as per this blueprint.
To add the sources:
deb http://ppa.launchpad.net/python-dev/ppa/ubuntu hardy main
deb-src http://ppa.launchpad.net/python-dev/ppa/ubuntu hardy main
To add the key, just do:
sudo apt-key adv --keyserver keyserver.ubuntu.com --recv-keys