Well, then install a prebuilt Apache package from your installation CDs or with the help of Red Hat Network.
Option 1: Use Red Hat's package utility redhat-config-packages
-- it's also in the menus as "Add/Remove applications"
Option 2: With Red Hat Network, open a terminal/console, switch to superuser "root" and run up2date httpd
Option 3: Locate the httpd-2.0.40-21.i386.rpm on your first CD and install it manually as "root" user, e.g. with rpm -ivh httpd-2.0.40-21.i386.rpm
There's a drawback, because you would need to deal with any package dependencies yourself. Also note that there has been a security update to Apache. http://www.redhat.com/errata
There are more options. But all would require you to get additional software first.