./configure does not complain about some missing librairies (sorry, I don't know which ones because I installed a lot of things to try to compile pcsx). Also, I did ./configure --prefix=/home/pouet/local/usr, but when running pcsx, it says "Now processing plugin file /usr/lib/libdb-4.8.so". According to ./configure --help, --exec-prefix should be equal to --prefix by default. So I don't know what I did wrong, but I can't get to install this software without being root.