Trying to install rpm, not working :(
 

[brynjarh@localhost brynjarh]$ rpm -i kernel-2.6.6-1.427.8kstacks.i686.rpm
warning: kernel-2.6.6-1.427.8kstacks.i686.rpm: V3 DSA signature: NOKEY, key ID 5
dfbf7dc
error: can't create transaction lock

What's the problem?

1 - You are not trying as root.
2 - You could also try "-U" instead of "-i"
3 - Useful thread and information about installing programs.