I'm trying to setup my Redhat 9 box so that windows clients on my network can use it's dialup Internet connection. I have been told that as a first step I need to enable IP forwarding by runnning the command /proc/sys/net/ipv4/ip_forward, but when I do this as root I just get permission denied.

I have seen one earlier post on this forum about this error, it seems this was due to a typo in rc.firewall, I don't seem to have an rc.firewall.. could this be the problem? If so do I just need to create a blank file (a bit like dhcpd.leases) or am I missing something else? Any help appreciated!

You need to set a value of 1 or 0 for on or off - to turn it on:
echo 1 > /proc/sys/net/ipv4/ip_forward

Sorted, thanks mate!