First backup the system (always a good idea when upgrading) then use the upgradeany switch when stating the installation; linux upgradeany
From the RHEL-4 Installation Guide;
http://www.redhat.com/docs/manuals/e...-bootopts.html
linux upgradeany
This command relaxes some of the checks on your /etc/redhat-release file. If your /etc/redhat-release file has been changed from the default, your Red Hat Enterprise Linux installation may not be found when attempting an upgrade to Red Hat Enterprise Linux 4. Use this option only if your existing Red Hat Enterprise Linux installation was not detected.
Edit: Almost forgot you may want to remove/replace any third party (CentOS rpms are third party in this case) packages either beforehand or afterwards. The CentOS comps-3.X and centos-yum rpm packages comes to mind.