RedHat 9 means you'll be using iptables. The iptables faq is located at:
http://www.netfilter.org/documentation/FAQ/netfilter-faq.html
That's a good start. For extra credit buy the book "Linux Firewalls" by Robert Ziegler which covers iptables. Bookpool.com has the cheapest price.
Now if you're really serious about it, you'll want to use fwbuilder to create your firewall rules (www.fwbuilder.org). This has worked out great for me -- the gui is as good as Checkpoint's -- which I have several firewalls.
Two articles about it in last year's Linux Journal pretty much explains all you need to know:
http://www.linuxjournal.com/article.php?sid=6625
http://www.linuxjournal.com/article.php?sid=6715
Hope this helps....