Please provide the prefix of GraphicsMagick installation [autodetect]
Try installing the libgraphicsmagick1-dev package (sudo apt-get install libgraphicsmagick1-dev). That should give you GraphicsMagick-config in /usr/bin.
When trying to figure out what package is needed for a particular file running apt-file search <filename> helps. So in this case apt-file search GraphicsMagick-config which on Ubuntu Server 11.04 gives:
% apt-file search GraphicsMagick-config libgraphicsmagick1-dev: /usr/bin/GraphicsMagick-configlibgraphicsmagick1-dev: /usr/share/man/man1/GraphicsMagick-config.1.gz
On OS X simply run
brew install GraphicsMagick
and then rerun the pecl installation command