Where did you get the rpm that you are trying to install?
You have to be careful mixing software sources (repos) becuase file Z from repo A may or may not be the same as file X from repo B. If you install app #1 from repo A with file Z as a dependency, then you attempt to install app #2 from repo B that also has as one of its dependencies file Z, you can be in trouble.
Where this really can get ugly is when one tries to install a generic rpm (made for many distros) on a system. If the rpm was not built with that specific distro, architecture, and version it has only a marginal chance of being installed (and functioning) properly. That is not to say that generic rpms cannot be made, but rather that they are difficult to make properly. Usually the rpm will indicate in its name what distro, arch, and version it is for. For example:
The .el5 is short for RHEL 5 (Centos=RHEL for all intents and purposes).
The .i386 means it is for i386 or above.(i386,i586,i686, and X86_64 are the common archs)
The .centos means that Centos made the rpm.
The libgdiplus-1.2.5 is the name and version of the source in the package.
The -1 after libgdiplus-1.2.5 indicates that this package worked on their first attempt. Sometimes rpms will need to be tweaked a little to function properly, so it is not uncommon to see -2 (or if it is a real PITA package much higher, I think I saw a 15 one time).