just use binary packages from neuro.debian.net, 0.9 is available:

http://neuro.debian.net/pkgs/python-scikits-learn.html

so if you link to that repository you could also obtain all necessary
build-dependencies by

sudo apt-get build-dep python-sklearn

Cheers

On Thu, 01 Dec 2011, María Helena Mejía Salazar wrote:

>    Thanks for reply. I have already installed python,numpy and scipy and
>    scikit-learn-0.8 worked properly.
>    I don't know what is the problem for installing scikit-learn-0.9.

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