That's because you're querying for the wrong package. As far as rpm is concerned, there is no such package as "openssl-0.9.6b-29.i386.rpm."
If you search for just "openssl" (rpm -q openssl), it will show you that it is indeed installed.
Couple things you could try,... making a link to the existing files as such:
cd /lib
ln -s libcrypto.so.0.9.6b libcrypto.so.4
ln -s libssl.so.0.9.6b libssl.so.4
... or upgrading to an even newer openssl package:
rpm -Uvh
ftp://rpmfind.net/linux/rawhide/1.0/...7a-17.i386.rpm
At least one of these will solve this problem for you.