Yeah, don't use a different version of ImageMagick. The one on DH works great for both 1.5 version of Gallery and also Gallery2. I recommend going with Gallery 2 Beta3 if you want a much easier experience.
If you're set on installing imagemagick yourself, you mainly just need to download the source code and configure using:
Then you run an make and make install. That way the program knows not to try and install to /usr/bin which you don't have access to.