Kernel source. You will have to rebuild your kernel. I suggest doing this from a suitable RPM, such as kernel-2.4.20-2.6.src.rpm. Any 2.4 kernel will do for these purposes.
XFree86 DRI source. This is not easily available. Fortunately, a recent version of the DRI source has been packaged up as an RPM, which will save you a lot of time and bother. There is apparently only one copy of this at the moment, at XFree86-126.96.36.199-20021224.src.rpm. However, this shouldn't be a problem, because most of the source doesn't seem to change enough for you to have to update it often.
The DRI Compilation Guide. The DRI Compilation Guide is the the authoritative guide on how to compile DRI from the CVS source. If you're using RedHat, though, there is a fair chance you can use the above RPMs. If you can't use the source RPM for DRI - or you can't find it - you will have to follow the procedure outlined in this document for building from the CVS source.
XFree86 tools. Although you will build these as part of the XFree86 distribution, you will need a copy of two utilities from this package before you start. The utilities are glxgears and glxinfo. Binaries of these will be available in one of the current XFree86 distributions, such as XFree86-tools-4.2.0-8.i386.rpm.