Whew! Yeah, GnuCash can be a royal pain to install. I tried installing the latest version using RPMs, but after tracking down a dozen dependency problems and other conflicts, I just gave up and installed the older version that came on my install CDs.
My advice would be to see if there's a version of it on your install CDs that you can install... might be easier than trying to do it manually. If you don't have the installation CDs, you could try getting
Ximian Red Carpet and see if it provides GnuCash; it'll handle all the dependency resolution for you.