Tkinter is a separate Python module that's an interface to the Tcl Tk library. It's probably just not installed on your system, but it isincluded in the RH 9 distribution (tkinter-2.2.2-26.i386.rpm) so it shouldbe easy to find and install.
By the way, isn't there a trick to get the Tk menu in the native MacOS X version of Pymol?