As already said, shell globbing takes care of correct odering during cat if the provider of the ISOs hasn't used some arcane locale specific file names (but which distributer would do this?).
After you concatenated the split ISO file to a single file (thus the command's name cat, though most of the times it is used on a single file)
try to mount the catted ISO through a loopback device.
e.g.
# cat RHEL4*iso*split* > rhel4_dvd.iso
# mkdir /mnt/tmp
# mount -t iso9660 -o ro,loop rhel4_dvd.iso /mnt/tmp
# ls -l /mnt/tmp
I am not sure if there is a general pattern how RHEL ISOs are mastered.
But generally there should be a boot image and catalogue on the disk, probably in a dir like /isolinux.
You can burn this image like
(asuming your DVD burner uses /dev/dvd)
# umount /mnt/tmp
# growisofs -Z /dev/dvd=/path/to/catted/file/rhel4_dvd.iso
If however this isn't bootable you can mount the ISO file via loopback on some NFS/FTP/HTTP server and make it accessible to your installation client.
Somewhere in the ISO there should be small boot images for starting the installation only (some rudimentary miniroot installation kernel).
Then during the install there should come a screen where you are asked for the installation source.
There you could name your repository.
Madness, thy name is system administration
