First of all, my 2 cent: if your are new to linux then don't use an out of age distribution such as redHat9. Try something newer. If you really want to stick to redhat, get fedora core 4 or 5. If you're looking for a nice very user friendly first time linux experience, try ubuntu. You can find all links to download on
http://iso.linuxquestions.org/
Now, assuming that your redHat9 machine is correctly installed, that up2date has been configured and that you subscribed to the correct channels....
Install samba:
Then go to
http://samba.org and read the docs to configure, more specifically
the chapter dedicated to "windows NT domains" in the
"Using Samba" online book (in your case, look for the title "Samba as a Domain Member Server" near the end of the chapter).