Centos 5
rpm -Uvh http://dl.fedoraproject.org/pub/epel/5/x86_64/epel-release-5-4.noarch.rpm
but is better use yum
yum install http://dl.fedoraproject.org/pub/epel/5/x86_64/epel-release-5-4.noarch.rpm
Centos 6
yum install http://dl.fedoraproject.org/pub/epel/6/x86_64/epel-release-6-8.noarch.rpm