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In the first case you need to download the *RIGHT* package by hand and in the second case yum will find and download the proper package for your distribution.
If yum does not have the package you need to either add a a repository in /etc/yum.repo.d, the site your package is at will tell you how to do this (eg. webmin, rpmforge, opsview, and so on) or you can download a some_package.rpm file and use
yum localinstall some_package.rpm
It is generally not a good idea to use rpm directly on a yum-based system.
The main difference is that rpm does not handle dependencies. yum is a layer over the top (ie individual pkgs/files are in rpm format) that will automatically handle dependencies. http://kbase.redhat.com/faq/docs/DOC-2531
You can use yum update sendmail or rpm: The -U option with rpm will upgrade an existing package or install the package if it is not already installed, this way, uninstalled
packages are installed, while installed packages are upgraded. The -F option will only upgrade or freshen a package that is already installed. Config files should not be affected.