Dear Matthieu,
The installation of gretl on Ubuntu (11.04, 11.10, 12.04) is performed using the package manager (synaptic) or even in the very center applications automatically.
I use gretl at 12:04 "without problems. If need be posting some screenshots of the software installation.
Regards.
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Arlindo Fabrício Corrêia
Engenheiro Agrônomo - (45) 9974-3239
Instituto Água Viva de Pesquisa e Extensão - Toledo/PR
Mestrando em Energia na Agricultura - Unioeste - Cascavel/PR - Brasil