We need to make sure some packages are already installed before we try to compile gnuplot
sudo apt-get install libwxgtk2.8-dev libpango1.0-dev libreadline5-dev libx11-dev libxt-dev texinfo libgd2-xpm-dev
wget http://sourceforge.net/projects/gnuplot/files/gnuplot/4.4.0/gnuplot-4.4.0.tar.gz/download
tar xzf gnuplot-4.4.0.tar.gz
cd
gnuplot-4.4.0
./configure
sudo make install