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Are you using OS X or Linux? The answer is slightly different on each platform.

Linux: Link in cblas instead of gslcblas. Observe:

wstein@sage:/tmp/wstein/$ ls -lh local/lib/*cblas*
-rw-r--r-- 1 wstein wstein 456K 2011-03-21 12:48 local/lib/libcblas.a
-rw-r--r-- 1 wstein wstein 147K 2011-02-25 08:33 local/lib/  # <---- see!

OS X: Link in cblas as well: it's the file /usr/lib/libcblas.dylib which comes with OS X. Note that OS X comes with its own excellent system-wide copy of ATLAS, which works well and has good parallel support.