Not sure about this one but I think there is a file named
netboot.img or something simular. It should be with the
boot.img file. It should allow you to do a network install (from a FTP).
Now, the big problem is the files I am talking about are on the 1st disk, so if you dont have them... You could try to look on Red Hat site to find the file.
Other then that, I know there are distro you can install without a cd-rom like
http://tiny.seul.org/.
The last think I can think of: find a friend who as a burner!!
Really not sure about this, but I hope this helps you! But maybe a more experience user could give you better help!