I was wrong about it not running on Windows or OSX.
http://gretl.sourceforge.net/win32/
It is not just download and click, there are some instructions to follow but they do not seem that complicated.
http://gretl.sourceforge.net/osx.html
Mac is a bit more complicated. You should have the X11 port for OSX (available for free from Apple on their website but you have to register).
AND...If you are like me and run it on the PPC processor you are out of luck for downloading and running it from a .dmg file.
AND..its an old version.
I am going to see if I can compile the new version on OSX for PPC.
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