Although savagePig is describing a method for Debian, the principle is the same for other distros.
In general, the steps are:
1. Install or replicate your distro into a USB HDD
2. Create an initrd that can load the relevant USB modules such that the system can understand /dev/sda before mounting the actual root filesystem
3. Install your boot loader to your USB HDD
4. Modify the bootloader configuration file, e.g. menu.lst for GRUB, to suit your need.
1. Create a partition in your USB HDD and then prepare an iso of your RH9. Boot a LiveCD and then use the chroot method to install your RH9.
2. Alternatively, download a Kanotix LiveCD from http://www.kanotix.com/
Kanotix is the bleeding edge version of Knoppix, of course, Debian based. You can install it straight from the LiveCD to your USB HDD. If you are familiar with RH, switching to Debian is very easy. For your information, I am a RH refugee since the RH6.2 age.