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!