First of all Fedora 4 is too old for comfort. Get something newer like Fedora 6.
Now coming to your question. Since Fedora 4, the distro comes with Yum as its package manager and the GUI front-end for the command is known as yumex. To install yumex, all you need to do is pass the following command in a terminal window as root
Once you do that, you will have a GUI client that will look like the following image and will work as you desire
http://www.yum-extender.org/gfx/yumex/yumex.png
@praka123: Did Fedora 4 come with pirut?