error building deb package

I'm trying to build a deb of a more recent version of Nginx. It compiles successfully but then fails during the install stage:

Code:

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install -m644 debian/nginx.ufw.profile debian/nginx/etc/ufw/applications.d/nginx
install: cannot create regular file `debian/nginx/etc/ufw/applications.d/nginx': No such file or directory
make: *** [install] Error 1
dpkg-buildpackage: error: fakeroot debian/rules binary gave error exit status 2
debuild: fatal error at line 1340:
dpkg-buildpackage -rfakeroot -D -us -uc -i failed

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It looks like it's trying to copy files to a directory that doesn't exist. Do I simply add a "mkdir" command to the rules file? I got the rules file from running "apt-get source nginx" and modifying the configure options. What am I missing?

Code:

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#!/usr/bin/make -f

CFLAGS = -Wall -g

DEB_BUILD_ARCH ?=$(shell dpkg-architecture -qDEB_BUILD_ARCH)
ifneq (,$(findstring sparc,$(DEB_BUILD_ARCH)))
  CONFIGURE_OPTS = --with-cc-opt="-m32 -mcpu=ultrasparc"
endif

ifneq (,$(findstring noopt,$(DEB_BUILD_OPTIONS)))
        CFLAGS += -O0
else
        CFLAGS += -O2
endif

config.status:
        dh_testdir
ifneq "$(wildcard /usr/share/misc/config.sub)" ""
                cp -f /usr/share/misc/config.sub config.sub
endif
ifneq "$(wildcard /usr/share/misc/config.guess)" ""
                cp -f /usr/share/misc/config.guess config.guess
endif
        ./configure --conf-path=/etc/nginx/nginx.conf \
            --error-log-path=/var/log/nginx/error.log \
            --pid-path=/var/run/nginx.pid \
            --lock-path=/var/lock/nginx.lock \
            --http-log-path=/var/log/nginx/access.log \
            --http-client-body-temp-path=/var/lib/nginx/body \
            --http-proxy-temp-path=/var/lib/nginx/proxy \
            --http-fastcgi-temp-path=/var/lib/nginx/fastcgi \
            --with-debug \
            --with-http_stub_status_module \
            --with-http_flv_module \
            --with-http_ssl_module \
            --with-http_dav_module \
            --with-http_gzip_static_module \
            --with-http_realip_module \
            --with-mail \
            --with-mail_ssl_module \
            --with-ipv6 \
            $(CONFIGURE_OPTS)

build: config.status
        $(MAKE) build

build-stamp:
        dh_testdir
        touch $@

clean:
        dh_testdir
        dh_testroot
        rm -f build-stamp
        [ ! -f Makefile ] || $(MAKE) clean

ifneq "$(wildcard /usr/share/misc/config.sub)" ""
                rm -f config.sub
endif
ifneq "$(wildcard /usr/share/misc/config.guess)" ""
                rm -f config.guess
endif
        dh_clean

install:
        dh_testdir
        dh_testroot
        dh_prep
        dh_installdirs
        dh_install
       
        install -m644 debian/nginx.ufw.profile debian/nginx/etc/ufw/applications.d/nginx

binary-indep:

binary-arch: install
        dh_testdir
        dh_testroot
        dh_installchangelogs CHANGES
        dh_installdocs
        dh_installinit -r --no-start
        dh_installman debian/nginx.1
        dh_installlogrotate
        dh_link
        dh_strip --dbg-package=nginx-dbg
        dh_compress
        dh_fixperms
        dh_installdeb
        dh_shlibdeps
        dh_gencontrol
        dh_md5sums
        dh_builddeb

binary: binary-indep binary-arch

.PHONY: build clean binary-indep binary-arch binary install

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Perhaps I should explain what it is I'm trying to do. I want to download a tarball from the Nginx site and build a deb, using Ubuntu's rules file as a template, and customize that.