"is there any way to install all the others at once? "
I recommend against a mass install of everything on that CD. I suggest that you work in the following sequence:
Install Red Hat 9 from the Dummies install CDs.
Get that working OK
Then you can install any of the rpms from your supplemental CD that you want. For example if you desperately needed to communicate with KDE in Czech you could do the following:
mount the cd (probably on /mnt/cdrom)
rpm -i /mnt/cdrom/kde-i18n-Czech-3.1-2.noarch.rpm
Be prepared. Create a LifeBoat CD.