The problem is that Gkrellm does not use configure. Other programs that use configure will probably find pkg-config's location, but Gkrellm expects it to be in /usr not /usr/local.

Either reinstall pkg-config to /usr or try creating a couple symlinks.

ln -s /usr/local/bin/pkg-config /usr/bin/pkg-config

and you will have to link the directory with the *.pc files. More then likely they will be in /usr/local/lib/pkgconfig

ln -s /usr/local/lib/pkgconfig /usr/lib/pkgconfig