Description of problem:
gnupg fails to create a key pair.  It looks like the directory
~/.gnupg doesn't get created as it should when run for the first time.

Version-Release number of selected component (if applicable):
gnupg-1.2.6-1

How reproducible:
Always.

Steps to Reproduce:
1. Launch gpg to generate a key pair for the first time.
2.
3.
  
Actual results:
Trying to generate a key pair using the --gen-key option, you get an
error as follows:

helix# gpg --gen-key
.
 [snip]
.
gpg: no writable public keyring found: eof
Key generation failed: eof
gpg: can't create `/root/.gnupg/random_seed': No such file or directory


Expected results:
Should create the ~/.gnupg directory and create the key pairs on first
run.

Additional info:
FC3 seems to have the same problem.  Worked OK in RHEL3 from what I
remember.