I had the exact same error using apt-get via http://wiki.nginx.org/NginxInstall -- In that case, there is no configure involved, installation is pretty much automatic.
This extends the "you" who "forgot to pass correct uwsgi-temp-path to configure script" I guess. But I don't know how to report the issue to him/her.
BTW: I got by via a "mkdir /usr/local/nginx" but this might be unorthodox.