By Redhat 4 I hope you mean Red Hat Enterprise Linux 4. RedHat 4 would be ancient.
Unetbootin can help you install CentOS 5.1 on a pc which already has windows installed. CentOS strives to be 100% binary compatible with Red Hat Enterprise Linux. They just remove the Red Hat trademarked logos and name.
You can also follow the directions to install other distros, such as RHEL.
Unetbootin can install linux just like any other windows application installation wizard.