You can install multiple versions of gcc, the 3.3.2 was probably installed with your Mandrake 9.1 install. There is a way of choosing which gcc to use but that's only if you run gcc directly. Try renaming the 'gcc' file in your /usr/bin to gcc-3.4.1. There should be a file named gcc-3.3.2 in there too, rename it to 'gcc' and try re-running the vmware-config.pl script.
This confusion comes because both the kernel you're using and all of it's modules must be compiled using the same gcc version so that no incompatibilites are introduced using the different gcc version. You might still be using a kernel supplied with 9.2, built with gcc 3.3.2, where Mandrake 10.1 has come along and installed a newer version of gcc, and it is now the default.
If it works, all well and good, if not, rename the gcc files back to their original names and we'll try something else