The INSTALL file in the source of 3.1p1 contains the following:

You will need working installations of Zlib and OpenSSL.

Zlib:
http://www.gzip.org/zlib/ 

OpenSSL 0.9.5a or greater:
http://www.openssl.org/

However, the source will not build against openssl-0.9.5a.

The build fails with:

cipher.c:497: `EVP_CIPH_CBC_MODE' undeclared (first use in this function)
cipher.c:497: `EVP_CIPH_VARIABLE_LENGTH' undeclared (first use in this function)
cipher.c:498: `EVP_CIPH_ALWAYS_CALL_INIT' undeclared (first use in this function)
make: *** [cipher.o] Error 1

There is no reference to these anywhere in the source of openssl-0.9.5a, however
they are present in openssl-0.9.6c, so it looks like the INSTALL file should
be updated.

$ find openssl-0.9.5a/ -type f | xargs grep -l EVP_CIPH_CBC_MODE
$ find openssl-0.9.6c/ -type f | xargs grep -l EVP_CIPH_CBC_MODE
openssl-0.9.6c/crypto/evp/e_rc2.c
openssl-0.9.6c/crypto/evp/evp_enc.c
openssl-0.9.6c/crypto/evp/evp.h
openssl-0.9.6c/crypto/evp/evp_locl.h
openssl-0.9.6c/crypto/evp/e_xcbc_d.c
openssl-0.9.6c/doc/crypto/EVP_EncryptInit.pod