KDE [FTP Download] is becoming one of the most popular freely available GUI "desktops" for Linux. It is very well designed, implemented and highly customisable though the default install is very slick and useable. It should be noted that there are others, include the GNU Gnome Desktop.
Note that KDE is an included option with Redhat 6.x. Thus this page is now obsolete and you should check Installing a Linux and Win95 Dual Boot System