Well here is how to install yum on a out of the box red hat 9. Make sure u r logged in as root.
Run all these commands on shell.
1) rpm -Uvh http://download.fedoralegacy.org/redhat/9/updates/i386/gnupg-1.2.1-9.i386.rpm

2) rpm -ivh http://download.fedora.us/fedora/redhat/9/i386/RPMS.stable/yum-2.0.3-0.fdr.1.rh90.noarch.rpm

3)edit /etc/yum.conf and delete everything in it and copy this in there

# See the yum.conf(5) man page for information the syntax of this file,
# including failover setup.

[main]
cachedir=/var/cache/yum
debuglevel=2
logfile=/var/log/yum.log
pkgpolicy=newest
distroverpkg=redhat-release
tolerant=1
exactarch=1
exclude=kernel*

[base]
name=Red Hat Linux $releasever - $basearch - Base
baseurl=http://download.fedora.us/fedora/redhat/$releasever/$basearch/yum/os/
gpgcheck=1

[updates]
name=Red Hat Linux $releasever - $basearch - updates
baseurl=http://download.fedora.us/fedora/redhat/$releasever/$basearch/yum/updates/
gpgcheck=1

4) rpm --import http://www.fedoralegacy.org/FEDORA-LEGACY-GPG-KEY
Here once I had a system whcih was giving me some key problem so i did this to make it work
rpm --import /usr/share/rhn/RPM-GPG-KEY

5) yum update

Now sit back relax and enjoy. After it downloads the headers it will ask if it can install all the
required rpms. Press y and go to sleep.When you wake up ur system should be fully updated.
For more help on yum do man yum.