linking HDF4 to SZIP

I'm trying to link HDF4 to SZIP, to solve error:
/hdf/lib/libdf.a(cszip.o): In function `HCIcszip_term':
cszip.c:(.text+0x2d1): undefined reference to `SZ_BufftoBuffCompress'

I installed binaries:
hdf-4.2.5-linux.tar.gz
szip2-linux2.6-enc.tar.gz

Can I get HDF to link to SZIP using binaries?

Or should I build HDF4 from source?

Thanks,
Marty