Nearly all versions of Slackware, including 9.1, don't install the iproute2 package. You will need this in order to run Openswan, so please install it before you start. The iproute2 package is included in the standard Slackware distribution, look in the 'extra' directory: ftp://ftp.slackware.com/pub/slackware/slackware-9.1/extra/
In Slackware 10 and later this has been moved into the N series.
ftp://ftp.slackware.com/pub/slackware/slackware-current/slackware/n/
When compiling OpenSWan it complains about missing gmp.h which comes with libgmp. You need to download and install gmp that can be found here: