I guess if u do a rpm -U *.rpm , then rpms will be processed alphabetically and most likely dependency check will fail.
In Mdk we can use rpminst that will take care of the dependency. I also installed Gnome 2.0 on my Suse 8.0 system. I had to use a little crude and brute force way for doing this by rpm -Uvh *.rpm --nodeps --force. Then I did a SuSEconfig after the rpms were installed.
I hope someone can show me a better way of doing this. I wonder if YaST2 can used to install downloaded rpms and also take care of the dependencies.