[CentOS] Getting yum update error

  I am getting the following error on a yum update.
What do I do? I tried it multiple times and get the same every time.

Jerry
------------------
# yum update
Setting up Update Process
Setting up repositories
update                    100% |=========================|  951 B    00:00
base                      100% |=========================| 1.1 kB    00:00
addons                    100% |=========================|  951 B    00:00
extras                    100% |=========================| 1.1 kB    00:00
Reading repository metadata in from local files
Resolving Dependencies
--> Populating transaction set with selected packages. Please wait.
---> Downloading header for gd to pack into transaction set.
gd-2.0.28-4.4E.1.i386.rpm 100% |=========================| 119 kB    00:02
http://mirror.centos.org/centos/4/os/i386/CentOS/RPMS/gd-2.0.28-4.4E.1.i386.rpm: 
[Errno -1] Header is not complete.
Trying other mirror.
Error: failure: CentOS/RPMS/gd-2.0.28-4.4E.1.i386.rpm from base: [Errno 
256] No more mirrors to try.
[root at machine ~]#