ActiveTcl is a set of off the shelf binaries, built by ActiveState. Because ODIE is often going to be used on a production webserver, and because it's going to make use of several obscure extensions, it's better to leave the building to the pros. Also, it makes it possible to install and use ODIE without having to install GCC and other build tools that a hacker could have a field day with should the server ever be compromised.
Active Tcl is free, and can be downloaded at: http://www.activestate.com/activetcl/