I was clued into the DOS formatted file problems on RHEL when I ran the 0-yum script, which then broke yum. After a few minutes of investigation, I discovered that the /etc/yum.repos.d/dag.repo file that the script installed was DOS formatted and yum was choking on it.
Interestingly enough, I did *not* have the same ^M problem when I did a manual install on Centos 5.4, unlike the original poster. I did have other problems, but I'm fairly confident I caused those myself
