On this page are various data sets and their descriptions, organized by chapter. I generated the gretl versions of these by importing the Excel files and then using the "file\save data" command in gretl.
The Excel files and descriptions are also available on the book's companion website.
Chapter 3:
1992 & 2004 CPS Excel gretl zip file with both Excel and gretl formats
Chapter 4:
College distance gretl
zip file containing the above 2 gretl data sets (try this if you have trouble downloading the gretl versions)
Chapter 11: Insurance (zip file with gretl data set & descriptions)
Chapter 10: Guns (zip file with gretl data set & descriptions)