if you are root, install OpenSSL system-wide, that is the default
if you are not root, install OpenSSL in your home directory by using --prefix=$HOME switch of the configure script
if you don't know what I'm talking about, consult a Linux/UNIX book/manual on how to install software from source (if you are root, you may wish to skip compiling/installing from source and use a package distribution system, if your OS provides one)