ubuntu have it’s own way to create language plpgsql;

you have to install package postgresql-contrib
and update query from dblink.sql
:-)

template1=# SELECT true FROM pg_catalog.pg_language WHERE lanname = 'plpgsql';
 bool
------
(0 rows)

template1=# SELECT * FROM pg_catalog.pg_language;
 lanname  | lanowner | lanispl | lanpltrusted | lanplcallfoid | lanvalidator | lanacl
----------+----------+---------+--------------+---------------+--------------+--------
 internal |       10 | f       | f            |             0 |         2246 |
 c        |       10 | f       | f            |             0 |         2247 |
 sql      |       10 | f       | t            |             0 |         2248 |
(3 rows)


root@pi:~# apt-get install postgresql-contrib


root@pi:~# locate dblink
/usr/lib/postgresql/8.3/lib/dblink.so
/usr/share/postgresql/8.3/contrib/dblink.sql
/usr/share/postgresql/8.3/contrib/uninstall_dblink.sql
root@pi:~# su - postgres
postgres@pi:~$ psql pxx < /usr/share/postgresql/8.3/contrib/dblink.sql

pxx=# CREATE LANGUAGE plpgsql pxx;
ERROR:  syntax error at or near "pxx"
LINE 1: CREATE LANGUAGE plpgsql pxx;
                                ^
pxx=# CREATE LANGUAGE plpgsql;
CREATE LANGUAGE


pxx=# SELECT * FROM pg_catalog.pg_language;
 lanname  | lanowner | lanispl | lanpltrusted | lanplcallfoid | lanvalidator | lanacl
----------+----------+---------+--------------+---------------+--------------+--------
 internal |       10 | f       | f            |             0 |         2246 |
 c        |       10 | f       | f            |             0 |         2247 |
 sql      |       10 | f       | t            |             0 |         2248 |
 plpgsql  |       10 | t       | t            |         16552 |        16553 |
(4 rows)