Gnuplot 4 on Woody : no Xterm

[alberto <albertobig@libero.it>]

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    Please, if possible, send me a copy at:
    albertobig (CHIOCCIOLA)  tiscali (PUNTO) it
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Hi all, 

I have downloaded and compiled gnuplot 4 from sources. 
Everything seems to be working...but X! 
At start, I et the message: 

      Terminal type set to 'unknown'

Infact, If  I try to set X as terminal: 
gnuplot> set term X11
                  ^
         unknown or ambiguous terminal type; type just 'set terminal'
for a list

The thing is, that file /usr/src/gnuplot-4.0.0/term/x11.trm, exists. 
Any idea how to fix this? 

ciao
a.