Error 0x40 is a seek failure.All the
list of Lilo error messages says is "media problem.Try booting again". Chances are you didnt install Lilo to the Master Boot Record and XP's not where lilo.conf says it should be.Post your /etc/lilo.conf file here so we can look at it.Also list how many hard drives you have and how they're set up.
When you got to the part during the Redhat installation where you set up the bootloader ,did you choose a bootloader other than the default?I thought Grub was the default for Redhat.I'm sure this can be worked out without reloading any OSs.
lynch