Firstly, this should apply since OpenArena works for you?
$ glxinfo | grep rendering
direct rendering: Yes./pssetup.bin
Your configuration files are in... /root/.PlaneShiftyep ithout gksu or sux
If you logged in root by su, you wouldnt have access to X, which could be the reason for "ERROR: FATAL: Cannot open X display".
Try to run pssetup as user (no systemwide installation that way), or log in by sux.