I've never used Anjuta, and while I've used RH5.x and 7.x, and I've used Fedora Core 3 and 4, I've never used RH9.x. I have an idea of what the problem might be, though.
You've probably just experienced the beginning of what is (affectionately?) commonly known as dependency hell. It has a number of platform specific names aside from that one, like RPM hell (for RPMs on the Red Hat platform(s)) and DLL hell (for Windows). It's a problem of decreasing frequency as various OSes fix their dependency problems, but it's a problem that will likely never go away entirely when dealing with software you're compiling from source.
Your system is, as you've mentioned, Red Hat 9. RH9 is not a recent release, and as such does not have recent versions of various libraries that are probably necessary for compilation and operation of Anjuta. If you downloaded a recent version of Anjuta, I'm not surprised by this at all.
My first suggestion, if you have the ability and inclination to try it, is to get rid of RH9 and get something newer instead -- like, perhaps, Fedora Core 3 or Fedora Core 4, if you're set on using a Red Hat distribution of Linux. With a recent distribution, you can probably download and install the software very easily using binary packages so that you won't even have to compile it yourself. For instance, I'm using Debian 3.1/Sarge on this machine, and if I wanted Anjuta on it I'd just type "apt-get install anjuta" at the shell (after ensuring I was signed in as root, of course). I might have to hit Enter to confirm installation of multiple dependencies (actually, I know for a fact that I would, since I don't have any of the GNOME libraries on which Anjuta depends). Fedora uses a package management system that is superficially similar to Debian's apt, called YUM, and you should be able to use a similarly simple command line instruction to install Anjuta on any recent Fedora release.
My second suggestion would be to go try to find an older Anjuta snapshot that might install simply and easily on RH9.
Otherwise, you're left with this: You're kinda screwed. You'll have to find, and install, all the necessary dependencies yourself, and/or use compiler options to specify different dependencies as much as possible to bootstrap a successful compile. This may possibly lead to buggy software when you're done, and will certainly be a minor frustration later if/when you decide to update any versions of software associated with Anjuta.
Of course, you could always take a whack at using a different IDE, or just learn to do it at the command line with Vim, gdb, and so on.
