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While it is POSSIBLE to use yum an set up any repository you want you really don't want to mix RPMs designed for later RHEL or CentOS on your RHEL4 system. Yum tries to determine dependencies and would likely try to reinstall all your packages because the other repositories wouldn't be based on RHEL4. Even if they installed it is possible your applications wouldn't work.
RHEL4 required use of up2date. Starting with RHEL5 they began using yum.
There are some RPMs built for RHEL4 in the wild (i.e. not on RHN). If you are looking for something specific you might try one of those locations (use rpmfind website or check Dag Wiers website). Alternativey you could download source tar.gz and try to build your own.
If you really want to do a full upgrade you should either do a fresh install of RHEL5 or CentOS5 from install medium. Ideally you should do this on a different server so you can test your applications on that after the install as backing out on the original server would require reinstalling RHEL4 and restoring your last full backup.