I know it's been forever since this question was asked, but maybe my answer can help someone else. I opened up '/usr/local/share/gfceux/gfceux.glade' and found this line (3rd line):
<requires lib="gtk+" version="2.16"/>
Well, I realized that the version of gtk it asked for was higher than the version I had, so I changed it to 2.14 and it seems to work great now. I haven't tested everything, but it runs and I'm happy about it. You can tell what version you have by typing in a terminal:
Mine said /usr/lib/libgtk-x11-2.0.so.0.1400.4 which is 2.14.4. I guess you ignore all the extra 0's in there.