##rpm -ivh 2.4.18-27.i586.rpm
I think that thats the only way you could install the rpm, unless is a "src" rpm... I'm not sure, so if i'm wrong correct me.
##The lilo loader I am not install in the MBR, I install in the first boot sector, do I need some special setting if after update the new kernel in the LILO which not install in the MBR?
THis part I can't understand what you are trying to say, but I know that if you update your kernel you will have to update your lilo config.. For more detail about updating your kernel read this how-to right here
http://linux-newbie.sunsite.dk/lnag_kernel_upgrade.html
I hope this will help you.. Good luck.