For those it might be useful for, I've created a Makefile and a Visual Studio 2005 project for lz-kdtree you can find here. The Makefile will build a lz-kdtree.so, and the VS solution will build Release/lz-kdtree.dll and Debug/lz-kdtree_d.dll. I find this kind of setup useful when you want to keep lz-kdtree.cpp in a "local" directory outside the pbrt source tree (i.e., in a cvs repository w/o the rest of the pbrt source).