The pwd is not persistent across RUN commands. You need to cd and configure within the same RUN.
This Dockerfile works fine:
FROM ubuntu:12.10
RUN apt-get update
RUN apt-get -y install libpcre3 libssl-dev
RUN apt-get -y install libpcre3-dev
RUN apt-get -y install wget zip gcc
RUN wget http://nginx.org/download/nginx-1.4.1.tar.gz
RUN gunzip nginx-1.4.1.tar.gz
RUN tar -xf nginx-1.4.1.tar
RUN wget --no-check-certificate https://github.com/max-l/nginx_accept_language_module/archive/master.zip
RUN unzip master
RUN cd nginx-1.4.1 && ./configure --add-module=../nginx_accept_language_module-master --with-http_ssl_module --with-pcre=/lib/x86_64-linux-gnu --with-openssl=/usr/lib/x86_64-linux-gnu