For some reason just about every shell on the planet sucks. To make them unsuck it is a good idea to run OpenBSD's ksh. This  ksh port works on RHEL4 by simply typing "pmake" and "pmake install". Work is based on Jason Wright's (jason@thought.net) work.

Tamas Tevesz picked up the slack and made a handy website that is way more up to date and better maintained.