First is to use EPEL repository to install.
EPEL is the short cut of "Extra Packages for Enterprise Linux"
Please refer to the EPEL wite.
Install EPEL repository
1. get rpm from http://download.fedora.redhat.com/pub/epel/5/i386/epel-release-5-3.noarch.rpm
2. rum rpm: rpm -ivh epel-release-X-X.noarch.rpm
3. install by yum command: yum install wine
Wish this helps.