I've never tried it on RH9 - which was released after VMWare 3.11 if I remember rightly. You may need to tinker with the build, or with where stuff is at.
Baring that, VMWare install should build the modules for you. Did you run vmware-config.pl? And if so, what were the errors reported?
I am running vmware 4.0.1, but AFAIK 3.11 should work with 2.4 kernels, and the script was called vmware-config.pl.
Of course, this requires certain things - you have a suitable compiler installed, and your kernel supports modules, and that the kernel 'support files' needed by a module compilation are all where they should be.