download and install sgml-data from:
http://packages.debian.org/lenny/sgml-data

install with dpkg -i, followed by apt-get -f install.
after that attempt to install synaptic again.

if you have to come across a dependency problem for sgml-base and xml-core, install them the same way from:

http://packages.debian.org/lenny/sgml-base
http://packages.debian.org/lenny/xml-core

these packages have no further dependencies than sed and perl, so they should install fine.