The screen package just isn't installed, it is part of RH9 though...
# rpm -qf /usr/bin/screen
Get it and install it, screen is great for this sort of thing. When you connect back to the server later type "screen -R" to re-attach to that screen session if necessary...
If you're not sure how to get and install this:
# ncftpget ftp://mirrors.kernel.org/redhat/redh....13-5.i386.rpm
# rpm -ivh screen-3.9.13-5.i386.rpm