CAPTCHA feature not working

I've tried installing the Antispam System from the admin section of the forum (I'm running 1.3.4 anti-spam installation, but using 1.3.5 version board) - it keeps saying I need to download the PHP GD Library, I think I've downloaded it (PHP 5.3.6), but don't know where to upload it in the forums directories.

Can someone advise if this is the right file and if not where the file is I need to download, and where to upload it.

Really appreciate your time.

Thanks,
Simon