I'll give you the lecture down below. Please pay attention to it.
Meanwhile, open a terminal, become root and type "yum update". There is a menu option which will update and allow you to install, but I'm on slackware and forget what it is. It does prompt you for root's password, though (the only way to do it without root's password is to enable sudo for your user account then type sudo su -- which will prompt you for your password -- then source /etc/profile). Here is a quick tutorial on yum (scroll down the page):
http://www.control-escape.com/linux/lx-swinstall.html
Here is the official tutorial:
http://fedora.redhat.com/docs/yum/en/
There is also an older program which yum uses called rpm. If you know where the package you want is, you can install it using it -- even if it is somewhere on the Internet in Mumbai or California:
http://www.control-escape.com/linux/lx-swinstall-yum.html
Now for the lecture. Red Hat Linux 5 came out in the nineties. I bought Red Hat Linux 7 for forty bucks in 2001 -- happily though I could have downloaded it, and upgraded until they stopped selling it to individuals in 2003. They will give individuals Fedora Core Linux or sell enterprises Red Hat Enterprise Linux (RHEL) which is the stable version of their OS. Fedora Core is the testing version. It is still more stable than Windows on most computers (but it's more of a resource hog than I like these days). Now just because I believe in Free and Open Source doesn't mean I don't think people should be paid for their work. I happily went to Staples and picked up copies of this OS three times spending about 120 bucks overall before Red Hat stopped selling it. Red Hat has trademarked and copyrighted materials in their OS. If you are using an unauthorized copy of RHEL then you are infringing on their trademarked and copyrighted materal. If you don't want to use the freely available testing version (Fedora) there is a recompilation with none of the trademarked or copyrighted materials:
http://www.centos.org/
The instructions I posted above work for it, and it is more ethical than RHEL without paying for it. Red Hat -- even with Fedora -- can itself teach you a lot about computer science, so you could end up working for them, and if you don't respect their IP they won't have the money to pay you (I know about six guys who work for Red Hat right now. They are hiring everywhere).
If you are actually using Red Hat Linux 5, cease and desist immediately. There are some nasty exploits out there for Linux -- I'm considering upgrading my web browser before slackware does because the Web browser keeps warning me I'm vulnerable and I've ignored that in the past. You can't upgrade the old Red Hat Linux 5 to meet the threats which are out there.