The following instructions were kindly provided by Markus Grohme
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I have tried to get CEGMA running and it took me a while. I am not sure if
there is an easier solution for this, but I am not a programmer....

I am using Ubuntu 10.04 / 64 bit.

What I used:

ftp://genome.crg.es/pub/software/geneid/geneid_v1.4.4.Jan_13_2011.tar.gz
ftp://selab.janelia.org/pub/software/hmmer3/3.0/hmmer-3.0.tar.gz
http://korflab.ucdavis.edu/Datasets/cegma/cegma_v2.4.010312.tar.gz
ftp://ftp.ncbi.nlm.nih.gov/blast/executables/blast+/LATEST/ncbi-blast-2.2.25+-x64-linux.tar.gz
http://ftp-stud.hs-esslingen.de/ubuntu/pool/universe/w/wise/wise_2.4.1.orig.tar.gz

gcc version 4.4.3 (Ubuntu 4.4.3-4ubuntu5)

This was in my .bashrc (adjust to your install) plus the paths to the all
other necessary programs:
export CEGMA=/path/to/my/cegma_v2.4.010312
export PERL5LIB="/usr/lib/perl/5.10:/path/to/my/cegma_v2.4.010312/lib"
export WISECONFIGDIR=/path/to/my/wise-2.4.1/wisecfg

I think the problem is a bug in GeneWise. See also:
http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=552821

I started from source.

First of all I edited the makefile of GeneWise:
$ gedit wise-2.4.1/src/makefile

Change "CC = cc" into "CC = gcc" to use gnu make

Same for:
$ gedit wise-2.4.1/src/dyc/makefile

Then "make all" in wise-2.4.1/src/makefile and "make linux" in
wise-2.4.1/src/dyc/

My first error was:

/bin/sh: glib-config: not found

This seemed to be a problem due to the fact that my Ubuntu 10.04 did not
ship gtk1.2. After using this ppa
(https://launchpad.net/~adamkoczur/+archive/gtk1.2) and installing
gtk1.2-dev (sudo apt-get install libgtk1.2-dev) I got this:

sqio.c:232: error: conflicting types for 'getline'
/usr/include/stdio.h:651: error: previous declaration of 'getline' was here
make[2]: *** [sqio.o] Error 1

I used the solution from here:
http://big.crg.cat/news/20110616/installing_programs_and_modules_needed_by_selenoprofiles

$ cd wise-2.4.1/src/HMMer2
$ sed 's/getline/getline_new/' sqio.c > a && mv a sqio.c

Then I got:
$ phasemodel.o: In function `Wise2_read_ProteinIntronList':
$ phasemodel.c:(.text+0x3157): undefined reference to `isnumber'
$ collect2: ld returned 1 exit status
$ make[1]: *** [estwise] Error 1

Went to fix it (found sth similar here:
http://lists.gnu.org/archive/html/bug-global/2007-01/msg00005.html)

$ gedit wise-2.4.1/src/models/phasemodel.c

Changed line 23 from:

if( !isnumber(line[0]) ) {
to
if( !isdigit(line[0]) ) {

Then genewise compiled fine.

CEGMA also worked on the provided samples then.