Image processing using PHP

hai,
        I am using the code :
 <?php
                       Header("Content-type: image/jpeg");
                        $image = ImageCreate(200,150);
                        $black = ImageColorAllocate($image,204,204,204);
                        $blue = ImageColorAllocate($image,0,0,255);
                        ImageLine($image,10,10,150,30,$blue);
                        ImageJPEG($image);
                        ImageDestroy($image);
?>

   to generate and image and i am getting problems in displaying the
same.when execute this script i don't get either error or image.is the
code correct or should i add something to support this.
 i am using openBSD m/c and php is running on this.Some book suggested me
abt GD library.how do i check whether that is present in the machine.any
other alternative for this.
 pls help in this matter.
   hoping for a positive reply
           Arun