Which redhat is this?
Surely you know redhat<anyversion> is depreciated now?
To dual boot: first you have to make space on your hard drive (drive C: right?) or get another hard drive.
Make all XP's hidden files visible then run defrag.
This sticks all your files at the beginning of the drive.
Next you repartition the drive - for this you need partition magic or qparted.
RH dosn't come with qparted, you can obtain partition magic (It'll cost ya) or you can get a knoppix or ubuntu live CD, or you can get any of the rescue CDs and use them.
Basically, XP uses the NTFS filesystem and the disk-druid which comes with RH9 can only handle vfat.
You need to give XP as little space as possible. Make the rest clear space - totally empty.
Then you insert CD1 and reboot.
You will be taken to the installer - RH uses a graphical installer so it should be plain sailing from there.
Allow grub to install to MBR and accept the default partitioning.
select an everything install at the package selections - saves time and you can uninstall things you don't need later.
And you're set!
If you go the extra HDD route - install it as primary slave, next to the C: drive. But do not tell XP about this drive at all - do not install the drive to windows, or assign it a windows drive letter or anything like that. You don't want windows messing with your linux stuff.
Then you go right to boot from CD1.
The C: drive will get called hda and the other drive will be detected and it'll get called hdb.
Install to hdb only, and accept the defaults for everything.
That was easy...
Now all you have to do is update everything ... get the latest gcc/g++/make and build the latest kernel. Don't expect any help from RedHat - except maybe through fedora legacy.
You should really use a different distro though ... if that box of yours has any USB (for example) RH9 will not easily recognise them until you get a 2.6.11+ kernel.
for a nice test to match you with a distro. But you may be better with Ubuntu - get the live CD to test out on your system (try before you buy) first.