Converting an RHEL 4 server to a CentOS 4 server

# Download rpm packages from a CentOS mirror of choice
RPM-GPG-KEY-centos4
centos-release
centos-yumconf
python-elementtree
python-sqlite
python-urlgrabber
sqlite
yum

# Import gpg key
rpm --import RPM-GPG-KEY-centos4

# Remove redhat dependencies
rpm -e --nodeps redhat-release

# Install the centos packages above
rpm -Uvh *.rpm

# Upgrade the installation
yum upgrade

Thanks to Andreas from the web