First thing to check is did perl Makefile.PL complain about a missing library? Going by the paths this is some flavour of Linux, so the next steps to check are:

• Presuming the usual defaults for something using autoconf, gsl probably installed itself under /usr/local; check that /usr/local/lib contains a libgsl.so.0
• Try explicitly setting export LD_LIBRARY_PATH=/usr/local/lib in your shell and then see if the tests run
• If that works, check that /usr/local is in /etc/ld.so.conf and rerun ldconfig -v and that should pick up the new library (even if it is, if you haven't regenerated the cache ld.so could miss the new library)

If that doesn't get you going, you're at the point where you need to bring in your friendly neighborhood sysadmin and bribe him with some combination of pizza|skittles|beer.