I assume you're talking about the 2.4.18-19.7.x RPM kernels produced by RedHat themselves?
Here's what I do:
FTP all the files in the updates/7.2/en/os/i386 dir from RedHat or a mirror site and also the i586, i686 or other CPU specific dirs.
Then rpm upgrade all the files except any kernel RPMs or GLIBC rpms:
# rpm -Fvh `ls | grep -v glibc | grep -v kernel`
All those packages will upgrade if they're already installed. Lots of security and bug-fix updates released by RedHat, install them...
Now, install the appropriate glibc rpms and kernel rpms.
# rpm -Fvh glibc-2.2.4-31.i686.rpm etc...
(As a for instance.. There are i386 and i686 compiled RPMs of glibc-2.2.4-31 and if you have a P2 or greater the i686 compiled one will be faster)
# rpm -ivh kernel-2.4.18-19.7.x.i686.rpm and also the kernel-doc, kernel-headers and kernel-utils if they're needing upgraded.
If you use GRUB boot loader there will already be an entry in grub.conf and a reboot now will have this new kernel as a selectable option. If you use LILO you'll have to edit lilo.conf and add entries for this kernel and then make sure you run /sbin/lilo afterwards to write that info to the boot sector of the drive.
PS. For 7.2 there is also an openssl RPM that has both i386 and i686 versions. Install only the appropriate one for your CPU... There are also RPMs produced by RedHat for ia64, Athlon and others.
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