Install Windoze. Being the brute that it is, Windoze will overwrite the MBR to install its own bootloader.
Then boot from your linux CD. I'm not familiar with RH9's features, but what you're looking to do is get it to install grub in the MBR of /dev/hda (which I assume is hard disk 1). could be as simple as doing "grub" from a commandline - I use lilo, so I'm not familiar with Grub config options.
They can play very nicely together - you just have to make Windows play by the rules.