Switch to a Cabal build system: you need a recent version of Cabal (1.1.6 or later). If you have GHC 6.4.2, then you need to upgrade Cabal before building Alex. GHC 6.6 is fine.
Slight change in the error semantics: the input returned on error is before the erroneous character was read, not after. This helps to give better error messages.