Welcome to LQ. .. ..
The first advise is : do not install Redhat 9, released 2002
and declared obsolete and unsupported in 2004.
The latest Redhat Desktop is Fedora 12.
The latest free Server version is CentOS 5.4,
= the non free Redhat EL 5.
The CDROM issue : probably nothing to do, exept for
trying to install a modern Linux.