First, I recommend to you download the "YUM", yum let's you to update the system, automatically donlad the module dependencies and libraries requiered to install packages.
This is a problem of libraries.
In addition I recomend to use the stable version 4 of mysql, version 3 is very buggy, in some cases it crashes.
the optios to the yum are:
# root> yum -y install mysql.*
It automatically begins the downloading for the package and dependencies for the kernel.
If need more help or need the yum, plase visit the
www.thecnodeploy.com/portal, where a lot of users have the yum for RH9 and can send youa copy and help you to install and configure.
By other side, please update your system to Fedora Core, is much more stable and secure for intruders.