So basically this is putting the steps all in one ;D ...
note: I recommend doing this as root instead of sudo'ing everything...
1: Follow the steps and add the Debian Multimedia to your apt sources and install everything it says for your distro...in this case Squeeze. I'd get these as well just in case...some might not be needed but these helped me compile it better:
apt-get install libavcodec-dev liba52-0.7.4-dev libdc1394-22-dev libdirac-dev libfaac-dev libfaad-dev libschroedinger-dev liborc-0.4-dev libtheora-dev libx264-dev libxvidcore4-dev
2: Make sure you have sox already installed.
apt-get install sox libmp3lame0 libmp3lame-dev
4: get all dependencies.
apt-get build-dep sox
5: get the source file
apt-get source sox
6: (replace 'z' with your version #) extract source file.
dpkg-source -x sox_14.z.z.dsc
8: Use vi or whatever editor you wish.
9: "DEB_CONFIGURE_EXTRA_FLAGS := --without-lame ..."
change the "without" to "with"
"DEB_CONFIGURE_EXTRA_FLAGS := --with-lame ..."
the "..." won't actually be there...I just didn't want to type out the whole line.
10: Build the package.
11: go back up a folder
cd ..then install all the shiny new files you just created.
dpkg -i *.deb
12: test er out...just showing "sox -h" won't really work since before I had mp3 support it already showed it in the list. so do a test (e.g
sox -n out.mp3 synth 5 90) if it doesn't complain then  voila [end edit]! you're good to go.