Dependencies (newbie - please be gentle :P)

[Gary]

This isn't really a question about makedepend, although that is what I
am using to handle include file dependencies.

The issue is that makedepend, unless you specify -f<some file name> will
put its output in the current makefile, unless I am mistaken. That
creates problems if the makefile is under version control (keeping
generated data under version control isn't a good idea IMO, quite aside
from the case where different users have different path structures for
system include files). So what I wanted to do was use 'makedepend -f
Makefile.dep' and then just 'include' that file. But it doesn't work:
,----
| $ make all
| Makefile:38: Makefile.dep: No such file or directory
| make: *** No rule to make target `Makefile.dep'.  Stop.
`----

I'm not sure. Should I simply create a rule to generate the file? How do
other people deal with this case?