So, I can't quite work out what went wrong in your case. If the build didn't detect GMP 2, then it should have just used the one in the tree.
Obviously, when linking, it did not use the one in the tree :-( Conclusion: The Linux linker does not behave like other linkers or there is a bug in some Makefile.
Of late I have had problems with libgmp2 and woody-debian. I solved the problem the first time around by adding a sym link /usr/lib/libgmp2.so -> /usr/lib/libgmp.so.2.0.2
Yesterday I solved the problem by installing libgmp2-dev because ld was looking for libgmp.a for some reason when trying to compile hdirect.
Hacks at best. Haven't really looked for whys and wherefores.
The binary distributions of 4.08.2 will come with a statically linked libgmp.a. It's up to the package maintainers (RedHat RPM, Debian etc.) to decide the best approach for those systems, i.e. whether it's better to depend on the system-supplied shared libgmp or supply one in the GHC package. On FreeBSD for example I just use the system-supplied one since it's part of the base system. Cheers, Simon