It is alway good to find a bug :)

At line 16919 of the configure script we have:
        elif test $GPMAJOR -eq 4 && test $GPMINOR -ge 2 ; then
It should be:
        elif test $GPMAJOR -eq 4 && test $GPMINOR -ge 4 ; then

This was allowing to build gretl GUI with:
[jboss@candy-house gretl]$ gnuplot --version
gnuplot 4.2 patchlevel 6

The correct error was presented when producing plots.

I have automated:
make clean
cvs update
make install

Other tests would follow (but still expploring)
(No success in having the results passed to Testlink)

(Using CentOS 6.4 in an i686 machine)