How to Install Red Hat Linux Desktop version 4?

I want to install Red Hat Linux Desktop version 4. Please tell me the step-by-step installation and which file system will be best for this O/S?
Like in windows, we have NTFS file system(which has very security features).
Is there any such file system in Linux?
Which file system should i use?

For linux I would install on an ext3 or 4 partition, there are others that you could install it on but ext4 has good support and has fine performance. As for step by step, it should be relatively straightforward, I dont remember it to be very difficult at all.

I bet there are several step-by-step installation videos on YouTube.