http://gnuradio.org/redmine/projects/gnuradio/wiki/DebianInstall

Install pre-requisites:

sudo apt-get install libaudio-dev
sudo apt-get -y install libxi-dev
sudo apt-get -y install libfontconfig1-dev libxrender-dev libpulse-dev \
swig g++ automake autoconf libtool python-dev libfftw3-dev \
libcppunit-dev libboost-all-dev libusb-dev fort77 sdcc sdcc-libraries \
libsdl1.2-dev python-wxgtk2.8 git-core guile-1.8-dev \
libqt4-dev python-numpy ccache python-opengl libgsl0-dev \
python-cheetah python-lxml doxygen qt4-dev-tools \
libqwt5-qt4-dev libqwtplot3d-qt4-dev pyqt4-dev-tools python-qwt5-qt4

Make sure you're using g++ v4.5:

export CXX=g++-4.5

Download GNU Radio from git:

git clone http://gnuradio.org/git/gnuradio.git
<code>

Bootstrap, configure and build:
<code>
cd gnuradio
./bootstrap
./configure
make -e

git clone git://code.ettus.com/ettus/uhd.git
cd uhd
mkdir build
cd build
cmake ../
make clean 
make 
sudo make install 
/usr/local/bin/uhd_find_devices
sudo ldconfig

http://www.sbrac.org/files/build-gnuradio

http://gnuradio.org/redmine/projects/gnuradio/wiki/TutorialsWritePythonApplications