You should be able to use the Centos 4.0 repo on your current system, assuming the package you want is in there. There are instructions on how to setup RHel4.0 with yum is here:
You could also upgrade to Centos 5.1 if you wanted. You just download the ISO (DVD) or ISOs (Cd), burn them, boot to the CD/DVD and install. Just to be clear this would be a new OS and would replace the one you are currently using (backup everything first).