Ah! I figured out what I needed to do. I had to download net-snmp-5.5.tar.gz and then run: 
# ./configure --with-perl-modules --disable-agent
...
# make
...
# make install

[download]
The FAQ where helpful with some linker errors that showed up.

In reply to Re: Anyone able to build SNMP in Perl 5.10? by Plankton
in thread Anyone able to build SNMP in Perl 5.10? by Plankton

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