Ok Windows has to be installed first.
Either on a seperate Drive (BEST Idea)
Or a seperate partition.
Ok if you can't get a seperate drive, Red hat may be able to resize your existing drive. But you had better check that one first.
If not get partition magic so you can save your files. Ok after windoze is on, You will need to make a red hat boot disk, or get a bootable cd.
Then just install Red Hat. Use the Lilo (you will be asked about it if your doing a GUI install) as your bootloader, Then all you have to do is make sure windows is included in the lilo.
If you need more help, either post here or email me.