I needed to install the PHP GD2 library to support the WordPress captcha plugin SI CAPTCHA Anti-Spam. I found the right library and installed it with this apt-get command:
sudo apt-get install php5-gd
But SI CAPTCHA Anti-Spam test page still said GD Support: No. The fix? I had to restart apache:
sudo /etc/init.d/apache2 restart
I tried the SI CAPTCHA Anti-Spam test again, and I got a big smiley face. It worked!