Here's the thing: if you installed the source, which is *tar.gz you have to run:
% tar -xvzf *.tar.gz
% make install
but if you downloaded the rpm, try this:
./configure && make && make install
That should do it. Or you can use yum or the GUI that RH 9 comes with: Add and Remove Packages
or sypnatic? i think that it what it is called.
Hope this helps.
Where there is %, it is just this root@localhost: #
P.S: Sorry to hear Linux didn't work for you too well.