Umm.. I'm afraid you're gonna have to be a little more specific than that. I mean, which distribution are you trying to install? "RED HAT CD" doesn't really help much.
I believe if you're trying to install it on the recent distributions, there shouldn't be a problem. Anaconda is pretty smart, along with many other routines that comes with the installation, detecting your empty partition (I assume it's empty partition) should be quite easy.
I've never actually tried this (since I always put Linux on top of Windows, not the other way around), if you're trying to put Linux on a Logical Partition, then it might complain (Windows did anyway at first when I tried to put it under Logical partition).
My solution was to put both as Primary Partition. Just make everything else logical, it should be OK. SWAP partition can be logical ^^