I am a linux newbee, can someone please tell me how you can change workspaces by pushing the cursor to the edge of the screen instead of click on them in the task bar?

I have looked in the Workspace switcher prefences but it is not in there.

First, what Desktop Environment or Window Manager are you using? RH9 comes with 2 DEs(KDE and Gnome) and at least 1 WM(Window Maker).

In KDE you right click on the title-bar of any window and choose "Configure Window Behavior" from the menu that appears. Then click on the 'Advanced' tab and enable 'Active Desktop Borders'.
If you're using Gnome... well, I don't use Gnome so someone else will have to help you there.

As a side note: Redhat desktop linux has been merged with the Fedora Project so, if you like RH you should really upgrade to Fedora 2 or 3 as RH9 is outdated.