Hm, I can't build it with GHC 6.10.4. 'cabal build' returns the following:
src/TorDNSEL/Compat/Exception.hs:23:7: Could not find module `Control.OldException': it is a member of the hidden package `base' Use -v to see a list of the files searched for.
(Oh, I guess I've just found a workaround. I'll try it later.)
Indeed. It was necessary to run 'ghc-pkg hide base-3.0.3.1' and 'ghc-pkg expose base-4.1.0.0'. After that these commands did the trick: './Setup.lhs configure --user' and './Setup.lhs build'.
The '--user' option was needed because 'cabal install foo' installs a package locally by default. [1] (Also, see 'ghc-pkg list --user'.)
[1] http://stackoverflow.com/questions/4641684/ghc-cant-find-my-cabal-installed-...