First run ldd <path/to/gkrellm> to make sure thats the only library you are missing. I dont think libgdk_imlib and imlib are the same thing. Anyway from the gkrellm README:
To use or compile GKrellM, you need:
* GTK+ 1.2
* gdk-imlib (often distributed as part of the Imlib package).
To compile, you additionally need the development versions of these libs.
So maybe you should re-install the Imlib package. Or wait if others had this problem too (i compiled it from source in slack 8.1 and it worked fine) So since i see you are using slack too maybe you should try compiling from source too.
Well, sorry i couldn't help much, good luck compiling