How to install PROJ4

cd <external dependencies files directory>
wget http://download.osgeo.org/proj/proj-4.7.0.tar.gz
tar -zvxf proj-4.7.0.tar.gz
cd proj-4.7.0/
./configure 
sudo make
sudo make install

How to install GDAL

and PROJ4 from sources (tested on several linux distros)

From http://forum.worldwindcentral.com/showthread.php?t=21409

--- prerequisites to install gdal and proj4 --------

yum install gcc-c++
yum install gcc
yum install libpng
yum install libtiff

------------- proj4 ----------------

wget http://download.osgeo.org/proj/proj-4.6.1.tar.gz
tar -zvxf proj-4.6.1.tar.gz
cd proj-4.6.1
./configure
make
make install

------------- gdal -----------------------

wget http://download.osgeo.org/gdal/gdal-1.5.3.tar.gz
tar -zvxf gdal-1.5.3.tar.gz
cd gdal-1.5.3
./configure --with-static-proj4=/usr/local/lib --with-threads --with-libtiff=internal --with-geotiff=internal --with-jpeg=internal --with-gif=internal --with-png=internal --with-libz=internal
make
make install

Note ! you may need to run "make install" as "sudo make install" or as root
---------------------------
To test:

gdal_translate --version
gdalwarp --formats

Note: Try changing to the latest versions of proj4 and gdal…

GEOS

BOOST www.boost.org