You probably have a bit of an old or improper installation corrupting things. Try finding and removing every trace of Lazarus manually with something like "locate lazarus", then reinstall. Run updatedb first to make sure locate is working with the most recent file data.
If you want to be really thorough, do the same thing with FPC as well.
Edit:
You didn't mention error messages, but I am adding this just in case that is what it was.
Rebuilding Lazarus normally requires root privileges in Linux. Rebuilding as a regular user usually produces an error message at some point and a failed rebuild. This wiki entry covers the problem.
http://wiki.lazarus.freepascal.org/Lazarus_directory_permissions_on_Linux_and_Unix Personally, I just assign ownership of the lazarus directory under /usr (somewhere, its exact location isn't consistent) to my regular user, which takes care of the problem. As I am the only user, it's Linux, and the machine is behind multiple firewalls and NATs, I don't consider this particularly risky.