What I have in physical order: 509M who knows - I think I created it for grub or lilo 11G for Linux 103M not sure
Judging from the sizes, I'd guess the 509M partition was created for swap (virtual memory), the 103M partition looks more like the one created for /boot (where, among other things, the Grub or Lilo files would live). The 11G is obviously for the main Linux / (root) partition.
During the Red Hat install, Grubshould have detected your Windows install and properly configured itself to dual-boot if you chose to install Grub in the Master Boot Record (MBR), although this doesn't always go the way it should.
If you think Linux actually got installed correctly but just needs to be "fixed", you can boot into rescue mode from the first RH install CD to access Linux. See the following section of Red Hat's Customization Guide for more information:
http://www.redhat.com/docs/manuals/linux/RHL-9-Manual/custom-guide/ch-rescuemode.html
Once you've booted into rescue mode and done the "chroot /mnt/sysimage" dance described in the guide, view the contents of your Grub config file and post the contents here:
less /boot/grub/grub.conf
It would also be very helpful to post the output of this command:
fdisk -l