You need to have X11 installed I believe.
It can be found on your Leopard install disc. Its probably on the net as well.
The requirements read that you need 10.5.7 to run GIMP.
You said you have 10.5.6. Try updating.
Gimp puts the grid on the picture, so it will only show in Gimp. Of course, you could always take a screen shot of the picture with the grid, and that would show in other programs, but then you wouldn't be able to get rid of it.