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warning: rpmts_HdrFromFdno: V3 DSA signature: NOKEY, key ID 5072e1f5
public key not available for MySQL-client-5.0.13-0.i386.rpm
Yum gets its packages from repositories and will automatically check the GPG signature on each package (the people who make packages sign them with their GPG signature). This is why you're getting that error - that package didn't come from any of the standard repositories for Centos so the signature can't be verified.
However if you trust mysql.com there's nothing wrong with installing software directly from them and verifying it first using md5. To do this:
and make sure the output is the same number as on the website.
The difference between the GPG checking and md5 checking is that the GPG checking verifies that the package has come from a particular person or organisation and has not been modified on the way. The md5 checking only verifies that it hasn't been modified. This makes sense because when you get software from a repository using yum that repository will be managed by a particular organisation (eg Centos.org for the main Centos packages) or person (eg. Dag Wieers for the commonly-used Dag repository http://dag.wieers.com/home-made/apt/). When you get stuff from mysql.com though you already know who its coming from - mysql.com - so you just need to check that it didn't get corrupted during the download.
You can install with yum but you'd be installing the mysql that comes with Centos, which is MySQL version 4. If you want 5 you'll probably need to install that file you downloaded. using the RPM command
What is the command for installing CentOS MySQL with yum. I am not sure what the package is named or how to identify its name. If I understand it right, it has to be on one of my CentOS discs or already on my system.