Do the following:

1. Download and install Fink
2. Edit /sw/etc/fink.conf adding 'unstable/main' and 'unstable/crypto' to the Trees: line.
3. $ fink selfupdate; fink index; fink scanpackages
4. $ fink list gnuplot should now display version 4.2. If it doesn't, repeat the above steps with variations until it does.
5. $ fink install gnuplot-nox Warning, if you specify 'gnuplot' instead of 'gnuplot-nox' it will install all sorts of nonsense, and probably won't work once it's all installed.
6. Edit /sw/etc/fink.conf to remove the 'unstable/main' and 'unstable/crypto' from the Trees: line.

Done!