If you have decided that you want to build it on your own, you would need to build it for each and every supported version of PHP that you have installed. The module installation process is the same as you would do for any other module.
The only difference is that you have to explicitly use correct version of phpize. Like for PHP 5.2, you would use:
And for PHP 5.3 you would use:
Once you have a module compiled:
•add ini files for modules to /opt/alt/phpXX/etc/php.d.all •add so files to /opt/alt/phpXX/usr/lib/php/modules •execute cagefsctl --setup-cl-selector