Please apply the following patches to your source tree:
- test115.patch (fix test 115 failure)
- exit-on-error.patch (make will fail if make subdir fails)
- mkdir.patch (creates destination directories before installing files)
All of them are available at http://sources.gentoo.org/viewcvs.py/gentoo-x86/mail-filter/dkim-milter/files/ .
I've also discovered that dkim-milter programs are linked with the static dkim library even when the dynamic library is built. Can you please fix this in the next release?