First you burn the iso images to cd's
Assuming that you want to keep your windows partition, i suggest you get PartitionMagic to create a new partition for red hat linux. PartitionMagic allows you to move data without erasing it. When you run partionmagic there is an option in the lower left "install new operating system", you click on that and select linux.
After partionmagic creates the partition, it will prompt for you to reboot, then it will finish the job.
After that you can restart teh system with RH9 cd one in the drive. The installation process will begin and you just follow the steps. Make sure you choose the right partition to install the os as not to overwrite windows.
At one point in the installation you get the ability to set up a dual boot environment. I chose GRUB as my dual boot.
After the installation you can restart wtih your linux cd out of hte drive. GRUB will load and you will get to choose between RH9 or windows.
If you dont mind loosing all the information on your system, then just pop the cd in, reboot, and install the os.
Thats basically it, but i have a feeling that you will reply needing more help
