How/from_where are you getting the packages that you are trying to install ?
If you are using apt-get as described above, it should handle the dependencies for you automatically.
...And it should tell you whether it is holding something back (which would imply the necessity for a more drastic reconfiguration).
If, on the other hand, you are using dpkg on manually-downloaded packages, it should work if you invoke all mutually dependent packages in the same statement e.g. in the case you mention:
dpkg -i <pathto> /libxext-dev_whatever_.deb <pathto>/libx11-dev_whatever_.deb

If your problem can't be resolved quickly, it reinforces the point that you would be better off working with a real Debian HD installation.