Give Apt/Synaptic a try.
It's easier, faster(not written in python) and has more functions.
It also has a very nice and easy to use GUI(Synaptic).
(...I never liked yum...) http://dag.wieers.com/home-made/apt/FAQ.php#B
If you have any problem with it, just ask.
Apt also has Super Cow Powers
PS: As for those warnings, you either need to install all GPG keys from all your repos or disable the line in yum.conf that asks for them.
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Those who can make you believe absurdities can make you commit atrocities.
--Voltaire
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