In case you have Red Hat Enterprise Linux 4 and find that the "m4" command does not work, i.e.
m4 /etc/mail/sendmail.mc > /etc/mail/sendmail.cf
says something about "Cannot open /usr/share/sendmail-cf/m4/cf.m4: No such file or directory" then you will need to install the "sendmail-cf" package.
You can do that using up2date as follows,
up2date -u sendmail-cf