I tried your advice and the problem seems to be fixed.
Linux can use either so when you dual boot with windows you need to use local time on your Linux system
I have the multiboot windows + linux.
check out a file /etc/sysconfig/clock
your ZONE (timezone) there should be correct and you should have
I had UTC=false. Also I had "TZ=Europe/Paris" set in file /etc/sysconfig/cloc.
Then I used tzselect, and had finally TIMEZONE=Europe/Paris.
cp --remove-destination /usr/share/zoneinfo/$TIMEZONE /etc/localtime
The file /etc/localtime was a link to usr/share/zoneinfo/Europe/Paris, so I had to remove it before copying physically to /ets/localtime
Finally, I reboot under my RH9, and time was ok.
I also rebooted under windows, then rebooting back to RH9. And clock didn't change.
I don't really understand which things I did modify during this procedure, but it seems to be solved.
Well many thanks.
PS : I doubted my CMOS battery was failing, be cause booting under windows, the clock never changed. However thanks to you all.