I think I have found the simplest way to install yum on RHEL4 incase anyone needs help.
The website http://atrpms.net/dist/el4/ has most of the rpm's you will need.
Install the following files in this order: - there are x86_64 versions available as well
1) http://atrpms.net/dist/el4/sqlite/sqlite-3.1.2-2.99_2.el4.at.i386.rpm 2) http://atrpms.net/dist/el4/sqlite/sqlite-devel-3.1.2-2.99_2.el4.at.i386.rpm 3) http://atrpms.net/dist/el4/pythonabi/pythonabi-2.3-3.el4.at.i386.rpm 4) http://atrpms.net/dist/el4/python-sqlite/python-urlgrabber-2.9.9-1.99_5.... 5) http://atrpms.net/dist/el4/python-sqlite/python-sqlite-1.1.7-22.214.171.124_4.... 6) http://atrpms.net/dist/el4/python-elementtree/python-elementtree-1.2.6-4...
Next you need to download yum from http://linux.duke.edu/projects/yum/download/2.4/yum-2.4.3-1.src.rpm - save this file to disk, do not try to use the rpm installer because it is a src rpm.
Next cd to the directory where you saved the file and use the following commands to install yum. 1) rpmbuild --rebuild yum-2.4.3-1.src.rpm 2) cd /usr/src/redhat/RPMS/noarch 3) rpm -i yum-2.4.3-1.noarch.rpm
There ya have it, yum should be installed and working. You can now run the install.sh script with no problems.