It is recommended to install the other operating system first, before installing Red Hat Linux. This allows DOS or Windows 95/98/ME to configure itself to work correctly with your system's hardware and possibly write values to the Master Boot Record (MBR) to allow it to boot properly. If Red Hat Linux were installed first, the other operating system may elect to overwrite existing entries in the MBR, leaving you unable to boot into Red Hat Linux. By installing the other OS first, Red Hat Linux will allow you to boot into either operating system when your computer starts up.
You will probably need to do the entire process of installing DOS or Windows 95/98/ME using several different steps. First, start the installation, but if the operating system partitions the entire drive for itself, see if you can exit the installation program and use the native fdisk to create a primary partition of the size you want to have available for that particular OS. Then, reboot and go through the installation process again. Normally, DOS or Windows 95/98/ME will only use the space that you just set aside for it. Once the installation is finished, you can then begin to install Red Hat Linux.