一、下載yum的rpm包直接安裝

http://centos.ustc.edu.cn/centos/5.4/os/i386/CentOS/yum-3.2.22-20.el5.centos.noarch.rpm

http://centos.ustc.edu.cn/centos/5.4/os/i386/CentOS/yum-fastestmirror-1.1.16-13.el5.centos.noarch.rpm

下載到某個目錄之后，執行下面的命令
rpm -ivh yum*.rpm
如果提示缺少什么文件的話，請看第二種方法。

二、通過rpm包來安裝
依次執行下面的命令：
rpm -Uvh http://mirror.centos.org/centos-5/5/os/i386/CentOS/elfutils-libs-0.137-3.el5.i386.rpm
rpm -Uvh http://mirror.centos.org/centos-5/5/os/i386/CentOS/gmp-4.1.4-10.el5.i386.rpm
rpm -Uvh http://mirror.centos.org/centos-5/5/os/i386/CentOS/readline-5.1-3.el5.i386.rpm
rpm -Uvh http://mirror.centos.org/centos-5/5/os/i386/CentOS/python-2.4.3-27.el5.i386.rpm
rpm -Uvh http://mirror.centos.org/centos-5/5/os/i386/CentOS/python-iniparse-0.2.3-4.el5.noarch.rpm
rpm -Uvh http://mirror.centos.org/centos-5/5/os/i386/CentOS/libxml2-2.6.26-2.1.2.8.i386.rpm
rpm -Uvh http://mirror.centos.org/centos-5/5/os/i386/CentOS/libxml2-python-2.6.26-2.1.2.8.i386.rpm
rpm -Uvh http://mirror.centos.org/centos-5/5/os/i386/CentOS/expat-1.95.8-8.2.1.i386.rpm
rpm -Uvh http://mirror.centos.org/centos-5/5/os/i386/CentOS/python-elementtree-1.2.6-5.i386.rpm
rpm -Uvh http://mirror.centos.org/centos-5/5/os/i386/CentOS/sqlite-3.3.6-5.i386.rpm
rpm -Uvh http://mirror.centos.org/centos-5/5/os/i386/CentOS/python-sqlite-1.1.7-1.2.1.i386.rpm
rpm -Uvh http://mirror.centos.org/centos-5/5/os/i386/CentOS/elfutils-0.137-3.el5.i386.rpm
rpm -Uvh http://mirror.centos.org/centos-5/5/os/i386/CentOS/rpm-python-4.4.2.3-18.el5.i386.rpm # (1)
rpm -Uvh http://mirror.centos.org/centos-5/5/os/i386/CentOS/m2crypto-0.16-6.el5.6.i386.rpm
rpm -Uvh http://mirror.centos.org/centos-5/5/os/i386/CentOS/python-urlgrabber-3.1.0-5.el5.noarch.rpm
rpm -Uvh http://mirror.centos.org/centos-5/5/os/i386/CentOS/yum-metadata-parser-1.1.2-3.el5.centos.i386.rpm
rpm -Uvh http://mirror.centos.org/centos-5/5/os/i386/CentOS/yum-3.2.22-20.el5.centos.noarch.rpm (2)
rpm -Uvh http://mirror.centos.org/centos-5/5/os/i386/CentOS/yum-fastestmirror-1.1.16-13.el5.centos.noarch.rpm (2)
yum -y update

有些時候單純的某一種方法并不能安裝好yum，那就兩者結合起來，一切就OK了。

都是從網上找到的，謝謝高手的資源。http://hi.baidu.com/dyspangzi/blog/item/7a8154a78704c299d143588c.html
http://www.vpsad.com/html/y2010/2126_how-to-install-yum-for-centos.html