Trying to get libpng and libjpeg support ?? You will need to install the developer versions of the libraries, on Fedora the easiest way is to use up2date ie. up2date libjpeg-devel and up2date libpng-devel this will install it then the configure for the makefile of libgd will pick the libraries up and install support for them.
Also dont use the ./configure.pl do make and then make install dont use the make install straight away this then works for me on Fedora Core 3.