Do you have the X11 subsystem installed? If you're not sure, check your Applications -> Utilities folder for a program called 'X11'. If it's not there, then you need to insert your OS X install DVD (or 'Restore' DVD that came with your computer,) and 'Install Optional Components', then choose to install X11.
GIMP is not a native OS X application in the normal sense. It is an application that runs on the X11 windowing system, a UNIX GUI standard. (The OS X GUI is called 'Aqua'.) Apple makes this X11 system available as an optional install, for when you need to run X11 software. But it means that GIMP will not use the standard Mac OS 'look and feel'.
20" Aluminum iMac 7,1 (mid-2007, Santa Rosa,) upgraded to 2.6 GHz Penryn, 6 GB RAM, 1 TB HD, 4 TB total external hard drive