I've tried lm_sensors-2.5.5-3.i386.rpm.
The problem is that module adm9240 does not exist, not compiled into the kernel.
From my reading of LM_Sensors how-to's from different sources, I understand, that you need recompiled kernel with support for lm_sensors, not the stock kernel 2.2.x
Its not a big deal, version 5.6 with new kernel and "built-in" support for this coming hopefuly soon a and I am planning to upgrade to it if no major problems found.