ok i think i know what you mean
first thing you do not want to be behind a router ( if so you need to manually set values in a config file)
if you are just connecting to the net with a "cable" set up then the net ( and yum) will auto set up )
click on the icon on the desktop that says "register" ( or something like that)
that will take you to red hat where you need to buy a license
RHEL is not free
a 1 year standard "license / support contract" is
$299USD/PER YEAR
without a PAID for license you can not install software on RHEL5 -- "yum" WILL NOT WORK
once you do that you should be able to run the first update