Ok, now if you have the XP recovery tools we can start on Linux.
I will bet that the partitions you are trying to install to is formatted as NTFS. Linux does not like NTFS. NTFS is bad; empty space is better than NTFS. Linux can read and write to any file system, but NTFS requires something special. Use your partitioning tool to make the future linux partitions blank un-formatted space, or format to FAT32, then try again. Linux will format and partition during the install.
What version of Red Hat do you have? If you did not buy it, it is way out of date; the downloadable version of Red Hat stopped with 9.0, and that was long ago. If you want to download Red Hat, you go get Fedora Core now. I think the latest is version 5.