Installing pyOpenSSL on Amazon Linux (EC2)

I'm using the first default AMI for amazon Linux on ec2 and can't seem to install pyOpenSSL. I tried: sudo wget http://launchpad.net/pyopenssl/main/0.11/+download/pyOpenSSL-0.11.tar.gz && easy_install pyOpenSSL-0.11.tar.gz.

Results were:
error: can't create or remove files in install directory

The following error occurred while trying to add or remove files in the
installation directory:

    [Errno 13] Permission denied: '/usr/lib/python2.6/site-packages/test-easy-install-21047.write-test'

Also tried: Results were: sudo python setup.py build

/usr/lib/python2.6/distutils/dist.py:266: UserWarning: Unknown distribution option: 'zip_safe'
  warnings.warn(msg)
running build
running build_py
running build_ext
building 'OpenSSL.crypto' extension
gcc -pthread -fno-strict-aliasing -O2 -g -pipe -Wall -Wp,-D_FORTIFY_SOURCE=2 -fexceptions -fstack-protector --param=ssp-buffer-size=4 -m32 -march=i686 -mtune=pentium4 -fasynchronous-unwind-tables -D_GNU_SOURCE -fPIC -DNDEBUG -O2 -g -pipe -Wall -Wp,-D_FORTIFY_SOURCE=2 -fexceptions -fstack-protector --param=ssp-buffer-size=4 -m32 -march=i686 -mtune=pentium4 -fasynchronous-unwind-tables -D_GNU_SOURCE -fPIC -fPIC -I/usr/include/python2.6 -c OpenSSL/crypto/crypto.c -o build/temp.linux-i686-2.6/OpenSSL/crypto/crypto.o
OpenSSL/crypto/crypto.c:13:20: error: Python.h: No such file or directory
In file included from OpenSSL/crypto/crypto.h:17,
                 from OpenSSL/crypto/crypto.c:15:
OpenSSL/crypto/x509.h:17:25: error: openssl/ssl.h: No such file or directory
In file included from OpenSSL/crypto/crypto.h:17,
                 from OpenSSL/crypto/crypto.c:15:
OpenSSL/crypto/x509.h:19: error: expected ‘=’, ‘,’, ‘;’, ‘asm’ or ‘__attribute__’ before ‘crypto_X509_Type’
OpenSSL/crypto/x509.h:24: error: expected specifier-qualifier-list before ‘PyObject_HEAD’
OpenSSL/crypto/x5