Here's my suggestion, this is based entirely on what I did, I don't know why/how it worked, but it worked.
Using a harddisk swapper I only had one drive plugged in during install, so they were both Masters.
Install Windows XP on one drive.
Install Redhat 9.0 on the other drive.
Plug both drives in at once.
Set the Redhat drive to Slave, edit the BIOS to boot from the Redhat drive.
At this point only Redhat will show up in GRUB.
Edit /etc/fstab, change the place where is says /dev/hda3 to /dev/hdb3.
Edit /boot/grub/grub.conf, add:
title Windows XP
map (hd0) (hd1)
map (hd1) (hd0)
at the end.
This should work for you,