I have never run into a distro that did not supply a complete TPC/IP stack, including the dhcp client stuff.
That said, I don't have any experience with RHE 4.0, so it could be the exception, although I don't think so.
How have you tried to configure it?
I'm not familiar with any tools RH provides, been at least four years since I used RH. That would leave direct editing of config files; or installing WebMin and configuring through it. If you have never used Webmin, I would recommend you look at it. Great tool for maintaining systems.
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