In my company they purchased some software from Autodesk that comes on Redhat Enterprise 4, i needed to install some packages on the system for the use of some internal applications, instead of installing packages and all the dependencies, i though using automatic installer like yum would be better, below is the steps to have yum installed on your RHEL4 machine :

1. Install rhel4
2. Download Yum rpm package

wget http://gd.tuwien.ac.at/opsys/linux/yum/2.0/yum-2.0.5-1.noarch.rpm

3. Install the package

rpm -Uvh yum-2.0.5-1.noarch.rpm

4. Edit repositories location

nano /etc/yum.conf

Change the baseurl in [base] to

http://mirror.centos.org/centos/4/os/$basearch/

Change the baseurl in [updates] to

http://mirror.centos.org/centos/4/updates/$basearch/

5- Install the full yum with all its dependencies.

yum install yum