Wow this post saved me from myself. Anyways, i thought I would add this since I can get it setup not inabout 15min without anything barking at me. So here is my quick howto just incase anyone else is looking like I was and would like to get it done in one shot.
1.Grab the CentOS 4.2 Server ISO
2.Start Installing
3.Config your network settings & TURN OFF THE FIRE WALL
4.Select Custom Packages
5.Select Minimal Install
6.Finish install and reboot
7.Login
8.Change redhat-release contents to RedHat Enterprise Linux 4 nano /etc/redhat-release
9.Download the RHEL 4 Auto installer
10.Rename it and move it to a webserver i.e rhel-psa
11.cd /tmp
12.wget webserver.url/rhel-psa
13.chmod +x rhel-psa
14../rhel-psa
15.Go thru the motions of the installer and when you come to the package selection hit 5 and deselect all.
16.Enjoy your base CentOS/PSA Install