When I recently installed Redhat 9, I installed Lilo instead of Grub. Upon first boot, I was suprised that /etc/lilo.conf wasn't there, but /etc/lilo.conf.anaconda was there instead.
I renamed the /etc/lilo.conf.anaconda to /etc/lilo.conf as /sbin/lilo doesn't recognize the anaconda part and all was well.
May not be the right thing to do, but it worked for me.