In /etc/sysconfig, you should have a file called 'network'. It's a simple executable script, and in it's most basic form, looks like this:
#cat /etc/sysconfig/network
NETWORKING=yes
HOSTNAME=linux
I know 9.1 didn't allow you to set up a hostname if you didn't set up networking through it's helper (which I couldn't do, because Linksys is kind enough to make me compile the ndiswrapper drivers to use the windows drivers, because broadcom is a chintzy company). Anyway, it's harder finding the fix than it is to fix it. I prefer some other distro's setups: /etc/hostname In those cases, just edit that file, and it's obvious which one to change. Oh well...