I actually just did this last weekend on my laptop. Here are the steps I had to take to get dual boot XP and redhat 9 to work how I wanted it.
I first used partition magic to split my drive in half. Then I had to move the NTFS partition (Windows XP) to the second half of the partition. This was a real trick, as Windows did not want to move to that portion of the disk. I had to use Partition Magic's rescue boot disks to move the XP Partition.
Then I booted into the Redhat setup using the CD's. I chose GRUB as my boot manager and installed RedHat using all the default mount points of the hard disk. Make sure that it sets up a /boot partition at the begining of the drive and that GRUB is loaded here.
After redhat installed, XP would continue to load by default. So I ran partition magic again from windows, you need to set the /boot partition to Active. When you set this active, it for some reason hides the XP partition. You must Unhide this partition.
Upon reboot, you should get the GRUB boot loader boot screen. I really love linux now, lots to learn, but it's lots of fun.
Happy redhatting!