That's because the configure script can't find the installed version of pygtk-2.0.

If you build pygtk on your own, from source, then you need to write the following before running the configure script:

  export PKG_CONFIG_PATH=/usr/local/lib/pkgconfig

Or, replace /usr/local with the prefix you installed pygtk to. /usr/local is however the default and most commonly used one.

If you did not install it from source then it means that you forgot to install the devel/dev package. For Red Hat based distributions (Fedora, SuSe, Mandrake etc) you need to install pygtk2-devel and for debian based distributions you need to install pythonX.Y-gtk2-dev, where X.Y stands for the python version you're using.