Finally got this answer from someone in a Mandrake news group:

I used method #2

First, make sure you have followed the instructions in the error
message. You need to have a valid archive for the following to work.

Make sure that your Linux system has a utility called uncompress
installed. This should appear in your /usr/bin directory. If it is not
installed you can try one of two things:

1) Install the required package from your Linux media that contains
uncompress.
2) Create a link from gunzip and call it uncompress in the /usr/bin
directory. gunzip will work to uncompress *.Z files and the install
should complete successfully.

Finally, no more gtk_gnutella...!

HTH
geo!