Most likely, you are missing the header files for the alsa library (libasound) or even the library itself.
| Distro | Needed packages |
|---|---|
| Debian / Ubuntu | libasound2, libasound2-dev |
See bug 1547470. There is an issue with alsa < 1.0.13 that breaks mpg123 when compiled with 64bits (on this platform only?). So just upgrade alsa and it should be fine.