Well, I this time tried:
lynx -source http://go-pear.org/
It installed completely.
Now I could do the:
pear install HTTP_Request
I still get an error with PHPList (says HTTP/Request not installed). Did a reboot even and still nothing. I am about to give up on PHPList. I am sure it is installed now but something still not right.
Anyone know of another mailing list (Newsletter) manager?