There is a simple way to install yum, even if you do not have the CD/DVD.
CENTOS 5 64 bits.
Just run
rpm -Uvh http://mirror.centos.org/centos/5/os/x86_64/CentOS/gmp-4.1.4-10.el5.x86_64.rpm rpm -Uvh http://mirror.centos.org/centos/5/os/x86_64/CentOS/readline-5.1-3.el5.x86_64.rpm rpm -Uvh http://mirror.centos.org/centos/5/os/x86_64/CentOS/python-2.4.3-43.el5.x86_64.rpm rpm -Uvh http://mirror.centos.org/centos/5/os/x86_64/CentOS/libxml2-2.6.26-2.1.2.8.el5_5.1.x86_64.rpm rpm -Uvh http://mirror.centos.org/centos/5/os/x86_64/CentOS/libxml2-python-2.6.26-2.1.2.8.el5_5.1.x86_64.rpm rpm -Uvh http://mirror.centos.org/centos/5/os/x86_64/CentOS/expat-1.95.8-8.3.el5_5.3.x86_64.rpm rpm -Uvh http://mirror.centos.org/centos/5/os/x86_64/CentOS/python-elementtree-1.2.6-5.x86_64.rpm rpm -Uvh http://mirror.centos.org/centos/5/os/x86_64/CentOS/sqlite-3.3.6-5.x86_64.rpm rpm -Uvh http://mirror.centos.org/centos/5/os/x86_64/CentOS/python-sqlite-1.1.7-1.2.1.x86_64.rpm rpm -Uvh http://mirror.centos.org/centos/5/os/x86_64/CentOS/elfutils-libelf-0.137-3.el5.x86_64.rpm rpm --nodeps -Uvh http://mirror.centos.org/centos/5/os/x86_64/CentOS/elfutils-0.137-3.el5.x86_64.rpm rpm --nodeps -Uvh http://mirror.centos.org/centos/5/os/x86_64/CentOS/rpm-4.4.2.3-22.el5.x86_64.rpm rpm --nodeps -Uvh http://mirror.centos.org/centos/5/os/x86_64/CentOS/rpm-python-4.4.2.3-22.el5.x86_64.rpm rpm -Uvh http://mirror.centos.org/centos/5/os/x86_64/CentOS/m2crypto-0.16-6.el5.8.x86_64.rpm rpm -Uvh http://mirror.centos.org/centos/5/os/x86_64/CentOS/python-urlgrabber-3.1.0-6.el5.noarch.rpm rpm -Uvh http://mirror.centos.org/centos/5/os/x86_64/CentOS/yum-metadata-parser-1.1.2-3.el5.centos.x86_64.rpm rpm -Uvh http://mirror.centos.org/centos/5/os/x86_64/CentOS/python-iniparse-0.2.3-4.el5.noarch.rpm rpm --nodeps -Uvh http://mirror.centos.org/centos/5/os/x86_64/CentOS/yum-fastestmirror-1.1.16-14.el5.centos.1.noarch.rpm rpm -Uvh http://mirror.centos.org/centos/5/os/x86_64/CentOS/yum-3.2.22-33.el5.centos.noarch.rpm yum -y update