I had the same thing yesterday after managing to mess up my kernel, it was trying to load modules for the previous installation of the kernel. This can be pretty nasty to fix, I had to recompile my kernel. The info telling it to look for these modules is located in your boot partition, in files that should be called System.map, initrd-2.4.20-8.img and vmlinuz-2.4.20-8.
The first thing you might want to do is check your boot partition to see if these files are there, the /boot directory is not necessarily where you are booting from, I had to mount mine by doing a 'mount /dev/hda1 /mnt/hda1'. Then look in the same folder in ./grub/grub.conf to see if it's actually loading the right files. The first entry in this file is the kernel that will boot by default (lilo works similiar but rh9 uses grub by default so I suppose that's what you are using). If there are no obvious problems, do a kernel recompile (see http://www.computing.net/howto/advan...ubup/grub.html
for a step by step guide)
Another possibility is that it's just looking in the wrong dir for the modules, go to /lib/modules and see what subdirs there are. If you've never updated your redhat there should be only one, so create a simlink to try and fool it into using the modules that are there:
ln -s /lib/modules/2.4.20-8 /lib/modules/2.4.21-99-default
where the first argument is the directory that actually exists, so it will try to find /lib/modules/2.4.21-99-default/modules.dep in /lib/modules/2.4.20-8/modules.dep. I had to do this to get my @#%@ loopback modules to work while I recompiled.