Entropy gathering module - permissions problem

[Joe <joem@joeshome.me.uk>]

I have a server running Lenny and have a problem in that users are
unable to send mail from scripts or the cl 

joem@joeshome:~$ mail -s "test" someone@somewhere.net
Fatal: no entropy gathering module detected
Aborted

Adding a user to the sudoers with permission to x /usr/bin/mail and then
running the above command using sudo works OK so it's obviously a
permissions problem.

joem@joeshome:~$ ls -l /usr/bin/mail
-rwxr-xr-x 1 root root 125240 2006-12-04 11:31 /usr/bin/mail
joem@joeshome:~$ ls -l /dev/urandom
crw-rw-rw- 1 root root 1, 9 2008-01-01 14:32 /dev/urandom

This is really annoying as cron jobs running as users other than root
throw an error.

Has anyone any more suggestions where I can look?

-- 
Regards, Joe