If you cannot locate these discs, it is possible, though more painful, to obtain the software over the internet direct from Apple. Apple seems willing to let you have X11 (scroll to the bottom of the screen) by just supplying a bit of contact information. The Xcode Tools package appears to contain X11SDK.pkg, but Apple asks that you join their Developer Connection (it's free, but there's a lengthy license agreement if you read such things) in order to get them. If you haven't installed an OS X package before, it's pretty easy: double click the .dmg files that you downloaded, and a Finder window will come up. Double click on a .pkg file, and it will install. The ones to install are X11User.pkg and Developer.mpkg.
fink indexor, if that produces errors, try
sudo fink index
fink install gnuplot octaveIf everything has been successful thus far, you will likely be told that, along with the two packages gnuplot and octave, fink needs to install 26 (or so) supporting packages. If you approve this action, fink will get to work, taking 5-8 hours even if you have a high-speed connection.
octaveThings should look and run much as they have when I've used Octave in class. To quit octave, type quit.