You can use find:
find /usr/src/linux -name bzImage
"man find" for more details
Having said that - why are you using RH9? This distro was released in 2003, and support was discontinued in 2004. In Linux terms, it is antiquated and should only be used for specialised purposes. I strongly recommend upgrading to a recent version of Linux, such as Fedora 7, Ubuntu 7.04, SuSe, etc. All come with recent versions of the kernel, and will support your hardware better.
One thing to bear in mind when upgrading the kernel on such an old distro - what other tools are relied on by the kernel, but not present in your system?