If you never received a bootdisk with your Linux CD you'll need to do one of the following:

Go into your BIOS Setup program, and change the boot sequence to "CDROM, C, A". Then with your Linux CD in the CD-ROM, save and exit the BIOS Setup program. If this doesn't work, you'll need to resort to Plan B.

Format a floppy disk in either DOS or Windows, and leave it in the drive.

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Go to the dosutils directory on your Red Hat CD, and run rawrite.exe.

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The following will appear (enter the bold text):

Enter disk image source file name: ../images/boot.img
Enter target diskette drive: a

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With both the bootdisk and the Linux CD still in their drives, reboot your PC to begin the installation program.