Workaround to get it to work on debian lenny:
Go to compile_apps , unpack openssl-0.9.7m.tar.gz
edit Configure and Makefile and change all instances of -m486 to -mtune=i486 .
"tar -pczf openssl-0.9.7m.tar.gz openssl-0.9.7m" to repack dir, remove the unpacked directory.
Make sure you do this before running ./setup on any upgrades in the future until this is fixed in ./setup package.