hi VKelly,
1) under RED HAT 9.0 (gnome) go to KMENU, SYSTEM SETTINGS, NETWORK, type in your root password and click on OK
then it should bring up the Network Configuration which shows you 4 tabs: DEVICES | HARDWARE | DNS | HOSTS
go to DNS and change the first field (Hostname) to whichever name you want for your system - you should leave the rest as is.
then switch over to the HOSTS tab, and you should see one entry there:
IP NAME ALIASES
127.0.0.1 localhost.localdomain localhost
select this line and click on the EDIT BUTTON
after that just change the Aliases to whatever hostname you have come up with in the DNS tab
example:
under DNS: you chose the Hostname: 'VKelly'
under HOSTS: Aliases: 'Vkelly'
after that just close that window (it should inform you that it has saved the changes and that you should restart the system before it takes effect) - go ahead and do as told: restart and after that GNOME should start up without that prompt anymore.
This was the GUI method I believe
If you are more advanced, just simply change this entire thing in /etc/hosts and you should be all set. hehe...GUI = slow, shell = fast but both can bring the same results
2) do as acid has advised you

- perfectly explained!
Hope this helps!