Linux
If you don't have SDL installed use the delivered libs from libs-directory and call oa instead of openanno. This will export LD_LIBRARY_PATH and you can load SDL.
Windows
If you don't have SDL installed use the delivered libs
from win32-directory - copy all the dll's to the
directory the exe is located.
See readme_win32.txt for further readings.
Bugreports/Featurerequest
http://www.sf.net/projects/openanno