As the message says, there are only four supported Linuxes, and RHEL4 is not supported. So I doubt Oracle will help you. But you can ignore the restriction; I installed on Ubuntu quite OK.
I assume you ran
database/runInstaller. Change the following line in
database/install/oraparam.ini; in my case with Oracle 10.2.0.1.0 it was line 39.
Code:
< Linux=redhat-3,SuSE-9,redhat-4,UnitedLinux-1.0,asianux-1,asianux-2
---
> Linux=
The installer will go further, and then probably fail some of the prerequisite checks, which you can check off manually. I assume Oracle won't perform quite as fast if you give it, e.g., much less swap space than it wants, but it's running OK.