Are you using GDM(gnome desktop manager) or KDM?
If you're using RH, then I think it's GDM. If it's GDM, I think you need something like this in the file /etc/gdm/Sessions/Xfce
Code:
#!/bin/sh
#
# /etc/gdm/Sessions/Xfce
#
# global xfce session file -- used by gdm
exec /etc/X11/Xsession /usr/bin/xfce
(The above is modified from a fluxbox startup file. So it may or may not work.
)