a thing u should allways remember
never ever install linux before installing XP!!! or in your case reinstalling xp while linux is still on the hard drive this is becouse window$ isnt nice like linux ,it doesnt add its boot files to the MBR (Master Boot Recored) like linux does but insted it wipes the all MBR and then installs its boot files (i/o.sys msdos.sys command.com) evil window$!
anyway try this bootup the window$ xp disc wait untill its done loading ,then it will say u allready have window$ installed if u want to fix it not choose no and then ull see in the bottom option R to go into repair console go there and write "fixmbr" this will wipe out all the mbr and write just xp boot files this is to make sure u wont overwirte the grub files u tryed to install and mybe be there now restart then bootup the rh9 1st cd and try installing lilo insted of grub but if u must have grub then try installing it agian. if all else fail removing linux and reinstalling it is ur best choice goodluck.
**NOTE**
The Master Boot Record (MBR) is the information in the first sector of any hard disk or diskette that identifies how and where an operating system is located so that it can be boot (loaded) into the computer's main storage or random access memory. The Master Boot Record is also sometimes called the "partition sector" or the "master partition table" because it includes a table that locates each partition that the hard disk has been formatted into. In addition to this table, the MBR also includes a program that reads the boot sector record of the partition containing the operating system to be booted into RAM. In turn, that record contains a program that loads the rest of the operating system into RAM.