Gentoo folks can use
emerge -av dev-lang/yasm dev-libs/crypto++ dev-libs/gmp =dev-libs/boost-1.53.0-r1 dev-util/cmake dev-libs/leveldb net-libs/miniupnpc
To set up most of the dependencies, minus the secp256 lib.
You'll also need to to unmask your platform (~amd64 for me) in make.conf
to your package.unmask file
Then follow the main instructions starting at "Then grab and build the SECP256k1 crypto lib:"https://github.com/ethereum/cpp-ethereum/wiki/Building