I tried to use apt-get install gkrellm, and it gives me a dpkg error.
E: Sub-process /usr/bin/dpkg returned an error code (1)

That doesn't help. It just says "there is a bug". We need the complete log of apt-get install.
Also which distro and version are you running?
apt-cache policy gkrellm

Sory, I am using knoppix 5.02 (I think) HD install. It's supposed to be debian once it's installed, but I don't know what version it is.
root@laptop:/home/nathaniel# apt-cache policy gkrellm
gkrellm:
Installed: (none)
Candidate: 2.2.5-1.3
Version table:
2.2.5-1.3 0
500 http://http.us.debian.org stable/main Packag

It doesn't have anything to do with gkrellm, that's just the package that I tried to install when I first got the problem. I think that I caused the problem by shutting off my computer while I was doing apt-get upgrade.

Ah I see.. I don't play so much with knoppix.
uname -r will tell which kernel you are running. from this you should know which version you're running.
Why don't you install a real version, not a hdd install from a livecd?
You didn't give me the result of an apt-get install. Anyway, try to repair a few things:
apt-get -f install
and give the _complete log_

root@laptop:/home/nathaniel/Desktop# uname -r
2.6.19
root@laptop:/home/nathaniel/Desktop# apt-get -f install
Reading package lists... Done
Building dependency tree... Done
Correcting dependencies... Done
The following extra packages will be installed:
gkrellm-common
The following NEW packages will be installed:
gkrellm-common
0 upgraded, 1 newly installed, 0 to remove and 2 not upgraded.
3 not fully installed or removed.
Need to get 0B/345kB of archives.
After unpacking 1069kB of additional disk space will be used.
Do you want to continue [Y/n]? Y
(Reading database ... 112052 files and directories currently installed.)
Unpacking gkrellm-common (from .../gkrellm-common_2.2.5-1.3_i386.deb) ...
dpkg: error processing /var/cache/apt/archives/gkrellm-common_2.2.5-1.3_i386.deb (--unpack):
unable to stat `./usr/share/locale/sl/LC_MESSAGES' (which I was about to install): Permission denied
Errors were encountered while processing:
/var/cache/apt/archives/gkrellm-common_2.2.5-1.3_i386.deb
E: Sub-process /usr/bin/dpkg returned an error code (1)

I did install debian, but I realized that it was old and didn't have all of the packages that I wanted so I deleted it and installed knoppix over it. It runs just as well.

I don't know where the full log is.

That's the real error
Confusing one..
have You looked at the permissions of
/usr/share/locale
/usr/share/locale/sl
/usr/share/locale/sl/LC_MESSAGES