Here a quick step by step guide about installing MySQL 4.0.21 on CentOS-3 and other RHEL3 compatible distributions. You need to have all development tools installed.
First, open a terminal window and switch to root
su -
Download the MySQL source package
wget ftp://gd.tuwien.ac.at/db/mysql/Downloads/MySQL-4.0/MySQL-4.0.21-0.src.rpm
Rebuild the package using rpmbuild
rpmbuild --rebuild MySQL-4.0.21-0.src.rpm
The MySQL packages are now ready to install. Change to the RPMS directory
cd /usr/src/redhat/RPMS/i386
and install the packages
rpm -Uvh --nodeps MySQL-server-4.0.17-0.i386.rpm
rpm -Uvh MySQL-shared-compat-4.0.17-0.i386.rpm
rpm -Uvh MySQL-client-4.0.17-0.i386.rpm
Now you can start the MySQL service
service mysql start
MySQL 4.0.21 is now up and running