I want to build a deb package with the latest version of openssh from source. Then I want to install it on my machine. I am running:

Linux Ubuntu-1110-oneiric-64-minimal 3.0.0-12-server #20-Ubuntu SMP Fri Oct 7 16:36:30 UTC 2011 x86_64 x86_64 x86_64 GNU/Linux

To achieve my goal I do:

wget ftp://ftp.openbsd.com/pub/OpenBSD/OpenSSH/portable/openssh-5.9p1.tar.gz
wget ftp://ftp.openbsd.com/pub/OpenBSD/OpenSSH/portable/openssh-5.9p1.tar.gz.asc
gpg openssh-5.9p1.tar.gz.asc 
apt-get build-dep openssh-server openssh-client
apt-get source openssh-server
cd openssh-5.8p1/
uupdate -v 5.9p1 /root/packages/openssh/openssh-5.9p1.tar.gz
cd ../openssh-5.9p1
dpkg-buildpackage -us -uc -nc

But I get an error:

make[1]: Entering directory `/root/packages/openssh/openssh-5.9p1'
rm -f debian/tmp/etc/ssh/sshd_config
dh_install -Nopenssh-client-udeb -Nopenssh-server-udeb --fail-missing
cp: cannot stat `debian/tmp/usr/bin/ssh-vulnkey': No such file or directory
dh_install: cp -a debian/tmp/usr/bin/ssh-vulnkey debian/openssh-client//usr/bin/     returned exit code 1
make[1]: *** [override_dh_install] Error 2
make[1]: Leaving directory `/root/packages/openssh/openssh-5.9p1'
make: *** [binary] Error 2
dpkg-buildpackage: error: debian/rules binary gave error exit status 2

Any ideas what do I do to make this work?