On RedHat Enterprise Linux 4 on x86 32bit (i586).
The prefered method for installing Mono on RedHat is to use yum. Once yum is installed, putting the mono.repo file in /etc/yum.repos.d will allow you to install mono and related packages.
For individual packages, go here :
Note: You can get yum for RHEL from the CentOS project : http://www.centos.org/