Are you sure that you don't have the kernel-source on your CD? Search for "kernel"...
And are you sure that the RPM you downloaded is for your Distrib and Kernel? I think you could get the kernel-source for RH9 on redhat.com or search in google for it.
Oh wait! I googled for you
Here all the kernel stuff for RH9:
or just the kernel source:
Its very good that you noticed that you need the kernel source!
My first distrib was RH9 and I had to install the drivers for my Ethernet Card, so I needed the kernel-source... Paa! I was like 5 days on my PC until I noticed that I need it!