error building deb package

[duffrecords]

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