do you know what version of GTK the installer uses?
you could do rpm -qa | grep gtk
that would show you what gtk packages you have installed
you need gtk 1.x and gtk 2.x for compatibility with all gtk programs, they will both reside on a system quite happily.
if rpm shows that 1.x is installed, install 2.x, and vice versa
if rpm shows that they're both installed, then that's very interesting...
although, the window is initializing, which is also very interesting, because it shows that it's quite happy with your gtk, it's possible that it's a minor revision problem, you should go to
http://www.gtk.org/download/ and download gtk 1.2 and 2.2.
if you don't want to compile from source then i'm sure googling will find you some binaries for mandrake 9.2