There are 2 ways to run CAPTCHA. The first would be with GD2. If you look at your phpinfo section in the control panel, if you see gd2 and freetype in the list, then you could use that. The second is imagemagick. This requires imagemagick 6 which is a free download. And you'd just specify the path to the convert and mogrify programs in the paths section of the control panel.