Hi davidjchurchill and welcome to LinuxQuestions.org. There are many commands to install an rpm. Here are two:
rpm -ivh <name_of_package.rpm>
The "i" stands for "install", "v" for "verbose" and "h" for "hash" (so you see "#" during the progress of installation).
rpm -Uvh <name_of_package.rpm>
This will upgrade a previous installed package. I highly recommend you installing Xine from your Redhat CD's. If I remember right it's already shipped with your distribution. A good (consider by many better
) movie player is mplayer:
If you are unfamiliar installing programs in linux (both rpms or compiling from source) take a look at this thread: