In GNOME you can right click on the .rpm file select open with → package installer. It will install all required dependencies if the dependencies are present in the repositories added in your software repository configuration. Or you can keep all .rpm files in a local directory and add that directory as a repository (plain package repository) from YaST → Software Repositories → Add Repository …
I believe the Package Installer method that works in GNOME is not working in KDE4 as it is not getting root permission for some reason. But the adding repository thing works in both KDE and GNOME.
Hope that helps.