Number 1, Redhat 9 is ancient, and really shouldn't be used anymore. It has been replaced (4 times over) by the Fedora Core distrobution.
If you insist on using 9, you need to install development tools, or just as the error says, install gcc. You can download that from HERE
I would suggest using yum to install, that way the dependencies are handled.
Please stop using Redhat 9.