On a Debian Squeeze, I've managed to install curb with libcurl4-openssl-dev installed before.
curb
libcurl4-openssl-dev
It may also work with libcurl4-gnutls-dev, but I've no tested.
libcurl4-gnutls-dev
You probably need to install curl-devel package.
yum install curl-devel
openssl used to work for me, but now libcurl4-gnutls-dev is all that works for me...