[CentOS] Install and Run mysql 4.x

You know, I suppose I could simply install the tarball, I've
successfully installed mysql in the past that way.  However, I thought
I'd use yum, install the redhat/CentOS way, and I am amazed how hard
it is to get this thing working.  I admit to not having become all
that familiar with mysql.

Anyway, when I run 
    # mysql_install_db --user=mysql

I get a bunch of errors:

    070321 11:50:43 [ERROR] /usr/libexec/mysqld: Can't find file: 
    './mysql/help_topic.frm' (errno: 13)

So I find out where the file is, and 
   cd /var/lib/mysql
and to confirm I do a
   ls ./mysql/help_relation.frm

I run 
   # mysql_install_db --user=mysql

Same error.  I'll be glad for some help, but a secondary point I'd
like to make is, what's the point in having packages if a lot of this
stuff isn't already taken care of?  Obviously the yum package manager
puts the mysql distro in different places than the mysql tarball does
by default.  But shouldn't the package's config files take all that
into account?

Why is this so hard?
   === Al