Dependencies usually comes up in the context of shared libraries. An application needs a particular library, your system either doesn't have it or has the wrong version, so the thingie you want to install can't be installed until you resolve the dependency.
This isn't limited to Linux or Unix systems: Windows has the same problems and offers far less help in resolving the issue. One possibly useful tool I noticed recently is http://www.dependencywalker.com/
With Linux, very often the some tool (yum, up2date, etc.) can be told to take care of fetching all needed dependencies, or can be told to go ahead and do the install anyway (rpm --nodeps). How on earth can ignoring dependencies make sense? Well, apps aren't always as smart as they should be about what libraries they really need. An rpm may insist that it needs version 7 of some library, but in fact version 8 (which you have) is probably going to work just fine. But things can get much more complex: if A needs B but B needs C, things may fall apart. This site talks about how RPM tries to resolve dependencies: http://www.rpm.org/max-rpm/s1-rpm-depend-auto-depend.html while this site compains about what a lousy job it sometimes does: http://www.germane-software.com/~ser/Files/Essays/RPM_Hell.html
The ldd command prints shared library dependencies should some accident happen after installation and you don't know what went missing. Sometimes it's just a broken link that "ldconfig" can fix for you - worth a shot.
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