http://rt.openssl.org/Ticket/Display.html?id=2082

--- openssl-0.9.8/engines/Makefile
+++ openssl-0.9.8.az/engines/Makefile
@@ -88,6 +88,7 @@
 	@[ -n "$(INSTALLTOP)" ] # should be set by top Makefile...
 	@if [ -n "$(SHARED_LIBS)" ]; then \
 		set -e; \
+		$(PERL) $(TOP)/util/mkdir-p.pl $(INSTALL_PREFIX)$(INSTALLTOP)/lib/engines; \
 		for l in $(LIBNAMES); do \
 			( echo installing $$l; \
 			  if [ "$(PLATFORM)" != "Cygwin" ]; then \