After hours of testing I succeeded to have PHP 4.3.3. with GD JPEG support enabled at my Cobalt QUBE3

in short: make sure you have installed the JPEG library (JPEG-6B) with: make install-lib
if not: the tools will be installed but the library not. PHP 4.3.3. does need this library to include the GD JPEG support.
To add JPEG support I compiled it with: –with-jpeg-dir=/usr/local/bin’