sudo apt-get install libmagickwand-devI can imagine there may be issues with other languages too, it seems like Jaunty replaces/upgrades some ImageMagick libraries, so you'll have to patch it up after you upgrade.
sudo gem uninstall rmagick
sudo gem install rmagick --no-ri --no-rdoc
UPDATE(Apr. 27, 2010): The latest version of RMagick does not work with the most recent version of Imagemagick in the Ubuntu repository. To install the version of RMagick that does work, you need to use version 2.11:
sudo gem install rmagick --no-ri --no-rdoc --version=2.11