To all those having trouble with a message to the effect of:
CreateImageFromJpeg() not supported in this PHP build
Start by adding --with-jpeg-dir to your ./configure options as I left this out (not knowing I needed it) and I spent the best part of 6 hours trying to compile to get this option. (RH 6.2, PHP 4.0.1pl2, Apache 1.3.12, GD 1.8.3)