Sure, because it doesn't work from the rpm on the cd :)
What error(s) do you get when you try to install the rpm?
Also, have you tried running a backtrace using gdb? That output may help the developers identify the problem (though it doesn't sound like a LyX problem).. actually, that output may help folks on the Mandrake list.. upon some googling, it seems that other people are also having trouble with other programs and this same library..
nirmal
