RHEL 5 ? RHEL 6 ?
All system packages are already present on your OS :
gnutls, glibc etc.
The parts you are missing : The development files.
Install the correct versions with your package manager :
glibc-devel glibc-headers kernel-headers kernel-devel gnutls-devel.
None of the above can use versions different from the system versions.
If you don't have a Redhat account and don't want to pay,
use a free version of RHEL : CentOS http://www.centos.org/
Or migrate RHEL to CentOS http://wiki.centos.org/HowTos/MigrationGuide
Look for ""Migration from RHEL5 to CentOS5"" etc.