Some usual problems:

*** COMPILATION
**** On my Ultra Sparc, ML GMP won't link with GNU MP.

On the Ultra Sparc under Solaris, GNU MP tries to use Sun's
proprietary compiler cc with option -xtarget=v9 to generate code
optimised for the Ultra Sparc. This unfortunately generates 64-bit
code, which cannot be linked with 32-bit code.

As of version 3.04, Objective Caml cannot be compiled for 64-bit Ultra
Sparc, at least because of some forbidden constructs in some assembler
support files.

The solution is to configure GNU MP with ABI=32.