It sounds like you don't have the Apple C development package installed. You have to install 'Xcode', I think, to get the C compiler working. This is free, but optional, for 10.4.
Also, the 'Can't resolve dependency "x11"' message should be solvable if you install the fink package 'system-xfree86'. Of course, to run AFNI, you also have to install Apple's X11 system itself before anything. In fact, as I recall, if you install that first, then install fink, then fink should auto-install the 'system-xfree86' package.
We are working on getting AFNI included with fink, but there are some hangups that are slow to resolve.
I will try to compile AFNI with Motif statically linked for 10.4, and if that works, will make the binaries available later today for your attempted use.
bob cox