okay, i am running mandrake and don't have access to a redhat 7.2 box at the moment, but mdk and rh are VERY similar so maybe this will help you.
do the following few things and then post what they say... update your slocate database, then slocate each of the files it says don't exist. see where they are. you can see the following where they are in mdk, and then i ran an rpm -qf on each file. rpm -qf will tell you what package they belong to. so imho, it looks like you are missing your XFree86-4.1.0-devel rpms. let me check and see if its on the required lists already :)
Code:
slocate -u &
slocate Xlib.h
Code:
[root@mystique qt-2.3.2]# slocate Xlib.h
/usr/X11R6/include/X11/Xlib.h
[root@mystique qt-2.3.2]# slocate Xutil.h
/usr/X11R6/include/X11/Xutil.h
[root@mystique qt-2.3.2]# slocate Xos.h
/usr/X11R6/include/X11/Xos.h
[root@mystique qt-2.3.2]# slocate Xatom.h
/usr/X11R6/include/X11/Xatom.h
[root@mystique qt-2.3.2]# slocate shape.h
/usr/X11R6/include/X11/extensions/shape.h
[root@mystique qt-2.3.2]# rpm -qf /usr/X11R6/include/X11/extensions/shape.h
XFree86-devel-4.1.0-17mdk
[root@mystique qt-2.3.2]# rpm -qf /usr/X11R6/include/X11/Xatom.h
XFree86-devel-4.1.0-17mdk
[root@mystique qt-2.3.2]# rpm -qf /usr/X11R6/include/X11/Xos.h
XFree86-devel-4.1.0-17mdk
[root@mystique qt-2.3.2]# rpm -qf /usr/X11R6/include/X11/Xutil.h
XFree86-devel-4.1.0-17mdk
[root@mystique qt-2.3.2]# rpm -qf /usr/X11R6/include/X11/Xlib.h
XFree86-devel-4.1.0-17mdk
**update: i went back and checked... yes, XFree86-devel DOES show up as a required list on the rh 7.2 guide, but NOT on the mdk 8.1 guide. i'll be updateing it shortly. (as soon as someone unlocks it!)