checking for gcc... no
checking for cc... no
checking for cc... no
checking for cl... no
Those errors indicate that you don't have a compiler installed, which you will definitely need when installing a program from source code. You probably also don't have the necessary kernel source/kernel header packages installed either (which you will also need when compiling from source).
The compilers and kernel files should be available on your RH CDs and installble from whatever Package Manager you use. In RH 9.0, go to the "Red Hat" taskbar button->System Settings->Add/Remove Applications option, Look for and install the Development and Kernel Development tools.
As for the issue of the removable drive and your music:
How is the drive formatted (NTFS, FAT, ext2, ext3, etc.)?
Where is the drive located on you IDE chain (primary slave, secondary master, etc.)?