Unknown or ambiguous terminal type; type just ‘set terminal’ for a list

This appeared when I tried to “set terminal pdf” on Gnuplot. Im using Ubuntu 10.04.  Making the long story short, I needed to install the Maverick (10.10) packets for Gnuplot.

The direct links for those packages, depending on the arch, are amd64, gnuplot-nox and gnuplot-x11. For i386, gnuplot-nox and gnuplot-x11. Download, install and the same output should be something like

gnuplot> set terminal pdf
Terminal type set to 'pdfcairo'

and that is it!