It is very difficult to help you because you are using such an extremely old distro. A great deal has changed in the meantime.
If I remember right - you can exit to text mode (ctrl-alt-backspace), then enter "exit" to logout of RHL.
But you are strongly encouraged to update your distribution. The latest RHL is RH16 which is called fedora 7. Others swear by CentOS as a RHEL by another name.