It works for me.  I'm running Ubuntu Hardy with some packages built by us at SeeReason (see debs.seereason.com).

It looks like ghc can't find your glut libraries (not the Haskell wrappers, but the real GLUT libs). Try 'ghc -v --make ' and look at the linking lines and see what GHC is specifying (mine shows a -lglut).  Try compiling an example C program against GLUT and see if that works.

My package list looks like this:

beshers@blue:~/haskell$ dpkg -l \*glut\*
Desired=Unknown/Install/Remove/Purge/Hold
| Status=Not/Installed/Config-f/Unpacked/Failed-cfg/Half-inst/t-aWait/T-pend
|/ Err?=(none)/Hold/Reinst-required/X=both-problems (Status,Err: uppercase=bad)
||/ Name           Version        Description
+++-==============-==============-============================================
un  freeglut-dev   <none>         (no description available)
ii  freeglut3      2.4.0-6        OpenGL Utility Toolkit
ii  freeglut3-dev  2.4.0-6        OpenGL Utility Toolkit development files
un  glut-doc       <none>         (no description available)
un  glutg3         <none>         (no description available)
un  glutg3-dev     <none>         (no description available)
ii  libghc6-glut-d 2.1.1.1-2+3see Haskell GLUT binding for GHC
un  libghc6-glut-d <none>         (no description available)
un  libghc6-glut-p <none>         (no description available)
un  libglut        <none>         (no description available)
un  libglut-dev    <none>         (no description available)
pn  libglut3       <none>         (no description available)
un  libglut3-dev   <none>         (no description available)