Your last major task is to configure (or, conversely, choose not to configure) the X Window System, which involves identifying both your video card and monitor, selecting a screen resolution, bit depth, login type and so on. In most cases, this should be painless and successful, but here are some pointers just in case:
If you're not sure about the make and/or model of your video card or monitor, switch back to one of the command-line virtual consoles to see if they were auto-detected by the kernel early in the installation.
If you're really not sure how to configure X, you can always choose to "Skip X Configuration" and do it after the install by running redhat-config-xfree86 from the root account.
If you want to play it safe, even if you think you've configured X properly, you might want to choose the "Text" login type as opposed to the "Graphical" login type. This means that you will, by default, get a command-line login, from where you can start X manually with the startx command.
Once you verify that X seems to be running properly, you can reconfigure the system to use a graphical login automatically if you want.
Finally, if you happen to have an nVidia video card, you can't really configure it completely at this point. You should simply skip the entire X configuration for the time being, since you'll have to download and configure the appropriate drivers from nVidia once the system is up and running.