OK - a couple of things need to be said -
A. LAMPP is not a traditional LAMP stack, in order for XAMPP to be simple to install and 'all in one place' - many components are not in their normal location/path in the filesystem. This means that some auto-installers might not work right.
B. I have checked there is no built-in support in LAMPP 1.7.1 for ADOdb. (and I checked the DL package)
Therefore you have a couple of choices
Go to an earlier version of LAMPP that has adodb support (PHP won't be up-to-date)
Use an RPM repository that can install php5_adodb.http://rpm.pbone.net/index.php3/stat/3/ ... /php-adodb
You may be able to copy the .so file after installation to /opt/lampp/lib/php/extensions/no-debug-non-zts-20090626
Google - 'yum rhel5 php-adodb'
You may be able to compile form source, you will need the XAMMP/LAMPP developers package that includes the source/build/make to recompile LAMPP and/or its components.
Use the Windows version of XAMPP has support for adodb in the current version.
Build a standard LAMP stack, and use yum to install.