You can bypass writing the archive to disk, as well:

    pushd /tmp && \
    curl 'http://downloads.sourceforge.net/project/tmux/tmux/tmux-1.8/tmux-1.8.tar.gz?r=http%3A%2F%2Ftmux.sourceforge.net%2F&ts=1364579710&use_mirror=garr'| tar xvf && \
    cd tmux-1.8 && \
    ./configure --prefix=~/installs/tmux-1.8 && \
    mkdir ~/installs && \
    make && \
    make install && \
    popd