Follow these instructions to the letter:
Put them in the same directory!
Then from the command line(!)
su -c "rpm -Uvh py*"
Make sure there are no other files starting with 'py'.
The problem was that 'pygtk2-libglade' depended on 'pygtk', thus it could not be updated.
To solve it, we told rpm to update pygtk along with pygtk-libglade.
I think it'll work...