You remined me, so I just installed it under Mandriva. It's not in the Mandriva distribution either, but it is in the collection of contributions (which aren't always as smooth as the distribution RPMs).
I don't use Yast, but I believe you can use it to install an RPM that you've downloaded, just as I did with Mandriva's urpmi tool. The advantage is that it will sort out dependencies and if any are available in the distro, it should prompt for the CD or download. I don't know the syntax.
There was one problem I encountered under Mandriva. The octave-forge RPM complained that the liblapack.so.3 dependency failed, even though I had just installed liblapack3.0. The problem is that while it supplies /usr/lib/liblapack.so.3.0, the RPM maintainer failed to make a symbolic link, liblapack.so.3.
I manually made the symbolic link. It's not in the RPM database, so the link isn't recognized, but when that's the last remaining dependency I'll just override it with '--nodeps'. I've had to do that before.
cd /usr/lib; ln -s liblapack.so.3.0 liblapack.so.3