I use Mandrake 9.1 and have used a dual boot before. When you install just make sure you don't touch the drive that has windows on it. I always chose custom partition or something to the effect of use blank space. In Mandrake windoze shows up as a blue partition. Redhat is similiar but not sure about the install part.
If you don't erase it, it will recognize it automatically. It even thinks my data drive is windows. It finds it every time. No OS on it, but it does it anyway.
If your is like mine you should have a tab when you get to the partition part, make sure your on hdb
if you are putting Linux on the primary slave drive. Your windows should be on hda.
Note if you are new to Linux.
hda = c: = primary master
hdb = d: = primary slave
hdc = e: = secondary master
hdd = f: = secondary slave
hd = hard drive: a is first drive, b second etc. hda1 is hda first partition; hda2 is second partition etc.
Lilo or grub should be added during the install. I always put mine in the MBR and I use Lilo. When you boot the system you should get a screen that asks you what you want to boot ie windows, linux, floppy or failsafe etc.
Also no need to format your new drive, install will do that for you and will be safer actually because the one that is not formatted will be the one you want linux to use. If you can I would suggest ext3 file system. It's better in my opinion.
Hope this helps. I'm a slow typer.