The release geant4.1.1 has a problem. In architecture.gmk CLHEP_BASE_DIR and CERNLIB_PATH are written for CERN machines. This should not happen, since you define this two enviromental variables in your shell file...
The defaults values for these variables are valid for Geant4 Collaborators. User settings from the environment always overrides the internal defaults. The installation manual explicitely describes the environment variables the user must set to use the GEANT4 toolkit.