Click on "File", "Settings". Check the path to the Gnuplot executable. You can test this by clicking on the "Test" button, which should display the GaussSum logo drawn using Gnuplot.
Note that the default location used by GaussSum for Gnuplot under Linux is "/usr/bin/gnuplot", but yours may be located in "/usr/local/bin/gnuplot". Under Windows, the default location used is the Gnuplot distribution bundled with GaussSum (e.g. "C:\Program Files\GaussSum-2.0\gnuplot400\bin\wgnuplot.exe"). However, if you are upgrading from an earlier version of GaussSum, the new version of GaussSum will use the configuration file of the earlier version, and so you will need to correct the path to Gnuplot.
If you still have problems, please let me know by sending an email to gausssum-help@lists.sourceforge.net.