Redhat 9 and Fedora 9 are different distributions.
If you really did install Redhat 9 then is not any out of the box support for playing music and movies. Since this distribution is no longer supported and if you are not running it for a legacy application then I suggest upgrading to the latest fedora.
However, for audio you can download and install xmms.
http://dag.wieers.com/rpm/packages/xmms/