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You could compile from source, but this will be a pain because Redhat 9 is old and you will need to install a lot of new libraries before KDE will compile successfully. The amount of time and effort you will spend maybe better off invested in installing and configuring a new distro e.g. FC4 and Mandriva.
Actually, I would have said the same thing had it not been suggested before. There no reason to be using Redhat 9 if FC4 will run on your machine because Redhat 9 reached its end of life sometime ago. I know some people are reluctant to upgrade from RH9 or have custom applications so an upgrade wouldn't be easy, but I think its just putting off the inevitable.