Ok, well, I got it working, but it's a pain in the butt from within XCode. I can't help but think there must be an easier way to link to it, but I haven't figured that out yet. Here is how I THINK it can be done, every time:
1. Download and decompress the latest build of GSL. I used 1.11.
2. Drag the folder (which you just expanded) containing GSL to the Desktop.
3. Go into your Utilities folder in the Applications folder, and open the program called, "Terminal".
4. Check to make sure the title of the window says 'bash' somewhere. When the command line pops up, enter the following:
sudo make install
This will, by default (as of version 1.11 of GSL anyway) install the libraries to the folder /usr/local/lib, with the headers being found in /usr/local/include. You'll have to add these search paths to xcode manually, as well as add the line
to the additional linker flags settings. There is a good walkthrough HERE
***Info below accurate as of 12MAY08***
Note that this is for XCode 3.1, which you can only get by downloading and installing the iPhone SDK. This is a free download from Apple, and does requires that you register with the iPhone developer program, but you do NOT have to pay the $99 fee for testing and stuff. Just register, and when you get to the screen where it mentions money, hit the cancel button, and you should be redirected to the iPhone developers page, with the download links enabled.
All in all, this is really messy, and it would be nice if there were an easy way to do all this. Even using MacPorts was absurdly complicated and didn't work for me (I never tried Fink). It would be nice if someone could compile GSL into an xcode framework or something... would that work?