Oh dear... I just worked out my mistake. I downloaded the Centos 5 rpm not the Centos 4 one. The links are on the same page, in sections that look identical so I must have scrolled that window.
Do I need to reverse something (is there some way to do this?) before I just install the Centos 4 one on top?
I'm rather worried about what issuing the following might do:
-e, --erase=<package>+ erase (uninstall) package
Sometimes the all in one installers can be a bit dangerous when idiots are let loose on them!