configure fails if it is executed in a different directory than the source tree

[genieplus]

Executing configure --with-pgm from a different directory other than the source directory will fail with the following error message:

$ ls 
build  zeromq4-x
$ cd build
$ ../zeromq4-x/configure --with-pgm
 ../zeromq4-x configure: Unpacking libpgm-5.2.122~dfsg.tar.gz
 ../zeromq4-x/configure: line 19137: cd: foreign/openpgm: No such file or directory
 gzip: libpgm-5.2.122~dfsg.tar.gz: No such file or directory
 tar: This does not look like a tar archive
 tar: Exiting with failure status due to previous errors
 configure: error: cannot unpack the foreign/openpgm/libpgm-5.2.122~dfsg.tar.gz file

If configured without the option --with-pgm, the configure script will terminate without any issue.