gnuplot 4.2 in default ubuntu 10.04 does not well support gretl. Gretl needs at least 4.4 to work normally.
You may use this ppa instead for the current version of gnuplot.
sudo add-apt-repository ppa:daniel-elstner/ppa
sudo apt-get update
Then upgrade your gnuplot to 4.4.
see also https://launchpad.net/~daniel-elstner/+archive/ppa
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