Thanks for the help, Stefano.  I actually just solved the problem a 
moment before I read your mail by adding 
/home/awarshaver/lib/ocaml/stublibs to my LD_LIBRARY_PATH.  I'm not sure 
if -libdir would have done it for me, does that do anything except 
modify the config/Makefile?  I think I had that set up ok, I just 
changed the first line to point into my home after I ran configure;

[awarshaver@nyc-qws-029 ocaml]$ cat config/Makefile
# generated by ./configure
PREFIX=/home/awarshaver

Thanks again, and happy oCaml-ing!

Stefano Zacchiroli wrote:
> On Thu, Jun 21, 2007 at 10:10:08AM -0400, Andrew Warshaver wrote:
>> [awarshaver@nyc-qws-029 bin]$ ocamlbuild
>> Fatal error: cannot load shared library dllunix
>> Reason: dllunix.so: cannot open shared object file: No such file or 
>> directory
> 
> Seems like you haven't passed -libdir /home/awarshaver/lib/ocaml to
> ./configure before building.
>