Reference:
http://www.globus.org/toolkit/docs/4.0/admin/docbook/ch04.html
http://www-unix.globus.org/toolkit/docs/4.0/admin/docbook/ch03.html#s-platform-redhat
http://www-unix.globus.org/toolkit/docs/4.0/security/myproxy/admin-index.html#s-myproxy-admin-installing
http://gdp.globus.org/gt4-tutorial/singlehtml/progtutorial_0.2.1.html
*N.B.* One thing should be pointed out is that, the installation precedure doesn't seems like totally "standard". Normally you can use whatever user to "configure" and "make " the source code, and only su to root when you "make install". But the "make" in globus toolkit already start to copy files to your installation directory!!! Make sure you have wirte access when u run "make"!
1./configure --prefix=/usr/local/globus-4.0.2 --with-buildopts="--verbose"