RedHat 9 uses a 2.4.20-8 kernel. This is a 2.4 Linux kernel. The "-8" is the RedHat patch level. If the number is higher, just adjust the following instructions as needed. The latest aoe driver for 2.4 Linux kernels is here.
The aoe-2.4 driver uses the kernel sources during the build process. Install the RedHat 9 kernel-source RPM if you haven't already. This RPM should be on your second RedHat 9 CD, too.
To install the kernel-source RPM, you can use the rpm command below. (You should issue this command in the directory where you put the RPM file.)
rpm -ivh kernel-source-2.4.20-8.i386.rpm
If you encounter dependency issues, meaning that some other rpm must be installed before kernel-source can be installed, rpm will print error messages. There are several tools that help to resolve dependencies. My favorite is apt.
There are instructions for installing and using apt with RedHat 9 at freshrpms.net. See http://freshrpms.net/apt/ and http://apt.freshrpms.net/.
The aoe-2.4 driver looks for the kernel sources in the /usr/src/linux directory. You can make sure that the kernel sources are found there by creating a symlink with the commands below.
cd /usr/src ln -s linux-2.4.20-8 linux
Now the aoe driver should build and install cleanly. See the README file that is in the aoe driver sources for what to do next.