If you want to install Gretl from sources and you are familiar with the terminal then use the following commands:
#git should already be install on your PC
#make a Gretl directory where you will download the sources
mkdir gretl-git
# change directory to gretl-git
cd gretl-git
#copy the sources
git clone git://git.code.sf.net/p/gretl/git gretl-git
#build the dependencies, but sometimes you will have to install the dependencies one by one
sudo apt-get build-dep gretl
./configure --enable-build-doc --enable-openmp
make
make pdfdocs
sudo make install
#chck to see if Gretl runs
gretl

#OPTIONAL
#some dependencies
# curl si libgtk
sudo apt-get install libcurl4-openssl-dev && apt-get install libgtksourceview2.0-dev
#json
sudo apt-get install libjson-glib-dev 
#/usr/local/bin/gretl_x11: error while loading shared libraries: sau libgretl-1.0.so.0: cannot open shared object file: No such file or
sudo ldconfig

Mihai