Sorry all, I made some typo's.
Here's the correct list:
rpm -Uvh http://mirror.centos.org/centos/5/os/i386/CentOS/gmp-4.1.4-10.el5.i386.rpm
rpm -Uvh http://mirror.centos.org/centos/5/os/i386/CentOS/readline-5.1-1.1.i386.rpm
rpm -Uvh http://mirror.centos.org/centos/5/os/i386/CentOS/python-2.4.3-19.el5.i386.rpm
rpm -Uvh http://mirror.centos.org/centos/5/os/i386/CentOS/libxml2-2.6.26-2.1.2.i386.rpm
rpm -Uvh http://mirror.centos.org/centos/5/os/i386/CentOS/libxml2-python-2.6.26-2.1.2.i386.rpm
rpm -Uvh http://mirror.centos.org/centos/5/os/i386/CentOS/expat-1.95.8-8.2.1.i386.rpm
rpm -Uvh http://mirror.centos.org/centos/5/os/i386/CentOS/python-elementtree-1.2.6-5.i386.rpm
rpm -Uvh http://mirror.centos.org/centos/5/os/i386/CentOS/sqlite-3.3.6-2.i386.rpm
rpm -Uvh http://mirror.centos.org/centos/5/os/i386/CentOS/python-sqlite-1.1.7-1.2.1.i386.rpm
rpm -Uvh http://mirror.centos.org/centos/5/os/i386/CentOS/elfutils-0.125-3.el5.i386.rpm
rpm -ivh http://mirror.centos.org/centos/5/os/i386/CentOS/rpm-4.4.2-47.el5.i386.rpm --force
rpm -Uvh http://mirror.centos.org/centos/5/os/i386/CentOS/rpm-libs-4.4.2-47.el5.i386.rpm
rpm -Uvh http://mirror.centos.org/centos/5/os/i386/CentOS/m2crypto-0.16-6.el5.1.i386.rpm
rpm -Uvh http://mirror.centos.org/centos/5/os/i386/CentOS/rpm-python-4.4.2-47.el5.i386.rpm
rpm -Uvh http://mirror.centos.org/centos/5/os/i386/CentOS/python-urlgrabber-3.1.0-2.noarch.rpm
rpm -Uvh http://mirror.centos.org/centos/5/os/i386/CentOS/yum-metadata-parser-1.0-8.fc6.i386.rpm
rpm -Uvh http://mirror.centos.org/centos/5/os/i386/CentOS/yum-3.0.5-1.el5.centos.5.noarch.rpm
yum -y update
P.S. Please note
rpm -ivh http://mirror.centos.org/centos/5/os/i386/CentOS/rpm-4.4.2-47.el5.i386.rpm --force
If you don't do this, then it's looking for rpm-4.4.2-35.el5.i386 - which I couldn't find, but this seems to work