A newbie question.

Hi, I have just downloaded boost 1.3.0 a couple of days ago. While going thropugh the documentation I read that it is not necessary to build the library, completely. As of now the uBLAS and the random number library seem to be most useful to me. I have this doubt that is it equally good practice to just include the .hpp files rather than building the whole libary. Does it mean a very messy code, and a rather very different way of compilation, etc ? Also was just wondering if there are seperate disc groups for each set of libaries like numerics/math in one place ? Thanks, amit.