Installing from source code

Ok...I admit I'm new to linux... but this is really bothering me... I've gotten used to the ease of YUM and RPM with install nice, neat packages, and even add software repositories, so I won't have to keep looking for updates, and keeping all my sofware nice and organized... but the source code is still a thorn in my side. Every single time I've tried to install programs from source, I'm missing files. then I get lost in the affectionately termed, dependency hell. For a simple program like Pidgin ( a messenger program), I've had to download multiple other source codes, that then give me errors that I can't even decipher. What do you guy do in situations like this? Am I missing something?
For example, I download pidgin... I -xvf it,and when I go to configure the contents, it gives me:
"Error: you must have GLib 2.14.0 or newer development headers installed to build"

Ok...so I google GLib 2.14.0...and I download GLib 2.14.1. should be good right..? nope... I go to install those files, and get to the make command... and I get:

gtester.c:276:21: error: ‘ARG_MAX’ undeclared (first use in this function)
gtester.c:276:21: note: each undeclared identifier is reported only once for each function it appears in
gtester.c:276:16: warning: unused variable ‘argv’ [-Wunused-variable]
make[4]: *** [gtester.o] Error 1
make[4]: Leaving directory `/home/King_Ghidorah/Downloads/glib-2.16.1/glib'
make[3]: *** [all-recursive] Error 1
make[3]: Leaving directory `/home/King_Ghidorah/Downloads/glib-2.16.1/glib'
make[2]: *** [all] Error 2
make[2]: Leaving directory `/home/King_Ghidorah/Downloads/glib-2.16.1/glib'
make[1]: *** [all-recursive] Error 1
make[1]: Leaving directory `/home/King_Ghidorah/Downloads/glib-2.16.1'
make: *** [all] Error 2



I don't even know what this means... it doesn't even give me anything to go on.. so here I am.. frustrated, annoyed.. fed up.. is this type of thing normal with installing from source?