If you're playing with Redhat, run - don't walk - to freshrpms.net and get apt for rpm, then install synaptic. It'll make your life easier for both software installations and updates.

To connect to the linux box from your Win32 box, either install Cygwin/XFree86 or vnc. VNC is easier to install and configure, but XFree86 is more flexible. Both are free.

Good Luck!