Installing PostgreSQL Yum Repository

I am trying to follow the instructions on http://www.postgresql.org/download/linux/redhat/ for installing the PostgreSQL Yum Repository (on RHEL 5).

So I downloaded pgdg-redhat-9.1-4.noarch.rpm into a directory from http://yum.postgresql.org/9.1/redhat/rhel-5-x86_64/pgdg-redhat-9.1-4.noarch.rpm.

Then I tried to install it with:

rpm -i http://yum.postgresql.org/9.1/redhat/rhel-5-x86_64/pgdg-redhat-9.1-4.noarch.rpm

Instead of an installation, I got:

error: skipping http://yum.postgresql.org/9.1/redhat/rhel-5-x86_64/pgdg-redhat-9.1-4.noarch.rpm - transfer failed - Unknown or unexpected error

I was surprised that the instructions told me to download a file and then issue a command that doesn't reference the downloaded file. So, as an experiment, I also executed:

sudo rpm -i pgdg-redhat-9.1-4.noarch.rpm

That produced this error message:

warning: pgdg-redhat-9.1-4.noarch.rpm: Header V3 DSA signature: NOKEY, key ID 442df0f8

But it did, apparently, install the package, since rpm -qi pgdg-redhat shows it installed. So, is it correct to instruct users to download the .rpm file and then issue a command that references the remote source URL of that file?