I can't install it...

Have you installed libglu1-mesa-dev? You probably either need to install this or libglu-dev.

sudo apt-get install libglu1-mesa-dev
Reading package lists... Done
Building dependency tree
Reading state information... Done
Some packages could not be installed. This may mean that you have
requested an impossible situation or if you are using the unstable
distribution that some required packages have not yet been created
or been moved out of Incoming.

Since you only requested a single operation it is extremely likely that
the package is simply not installable and a bug report against
that package should be filed.
The following information may help to resolve the situation:

The following packages have unmet dependencies:
  libglu1-mesa-dev: Depends: libglu1-mesa (= 6.5.1~20060817-0ubuntu3) but 6.5.1+cvs20060824 is to be installed
E: Broken packages

This is what I receive when I try to install it.

It won't let me install libglu-dev. It changes it to libglu1-mesa-dev.

sudo apt-get install libglu-dev
Reading package lists... Done
Building dependency tree
Reading state information... Done
Note, selecting libglu1-mesa-dev instead of libglu-dev
Some packages could not be installed. This may mean that you have
requested an impossible situation or if you are using the unstable
distribution that some required packages have not yet been created
or been moved out of Incoming.

Since you only requested a single operation it is extremely likely that
the package is simply not installable and a bug report against
that package should be filed.
The following information may help to resolve the situation:

The following packages have unmet dependencies:
  libglu1-mesa-dev: Depends: libglu1-mesa (= 6.5.1~20060817-0ubuntu3) but 6.5.1+cvs20060824 is to be installed
E: Broken packages

I tried manually downloading libglu1-mesa-dev qand libglu1-mesa package from here.

When I install libglu1-mesa it reports that it's already newest version installed but when I install libglu1-mesa-dev it reports an error dependency with libglu1-mesa.

I suffer the same problem since I upgraded to Edgy. I have tried every suggested solution and it's still not working. In my opinion (I have seen similar problems in Debian before), the key is in the dependency from "libglu1-mesa-dev" to "libglu1-mesa". Currently, it requires exact synchronization between versions (= 6.5.1~20060817-0ubuntu3), but apparently there is a mismatch (6.5.1+cvs20060824 is to be installed) that should have never happened. Someone should upgrade the version for the non-development libraries to that of one week later, and everything would be back to normal.

Additionally, this bug is a duplicate of 60103.

Thanks for your bug report, this bug has already been reported as bug 60103

Please continue to report any bugs you find!