Both RHEL versions 4 and 5 shipped with 2.6 series Linux kernels.
It is possible but difficult to manually compile your own 2.4 kernel for RHEL 4, but even that is problematic because of the dependencies on 2.6 features. I don't think it would be practically possible with RHEL 5.
In order to use 2.4 kernels you need to also use legacy versions or alternate branches of a lot of other core Linux components. If you need 2.4 for some reason you should consider a distribution that is maintained specifically for it.