More news:

I successfully got GnuPG 1.9 installed, and then a new problem arose.  
Configuration.

I went to http://kmail.kde.org/kmail-pgpmime-howto.html#gnupg and followed the 
instructions to the best of my ability, and yet I still get this:

lsauron@localhost ~/.gnupg $ eval "$(gpg-agent --daemon)"
gpg-agent[10716]: /home/lsauron/.gnupg/gpg-agent.conf:1: invalid option

so, ~lsauron/.gnupg/gpg-agent.conf looks like this:

lsauron@localhost ~ $ cat ~lsauron/.gnupg/gpg-agent.conf
gpg-agent /usr/bin/gpg-agent
no-grab
default-cache-ttl 1800

I'm totally stumped.  I didn't find anything in /usr/local/bin like 
kmail.kde.org said, however, /usr/bin/gpg-agent is really odd in that it's 
not actually there (I don't think - I can't cd to it):

lsauron@localhost ~ $ cd /usr/bin
lsauron@localhost /usr/bin $ ls | find gpg-agent
gpg-agent
lsauron@localhost /usr/bin $ cd gpg-agent
bash: cd: gpg-agent: Not a directory

I'm rather confused.  Any help?  I know I did something wrong, but I'm too 
close to the solution to even entertain the thought of giving up!

Oh, and the dialog that prompted for gnupg 1.9, it now says that it detected 
the install but gpg-agent isn't running.  That's why I'm happy - I'm very 
very close to getting this thing to work!