While using redhat/fedora based operating systems,there is no option of
installing them on a reiserfs filesystem during the setup.

so when you boot from the 1st CD (installation CD)
at the boot prompt type

linux reiserfs
(for graphical install )

linux reiserfs text
(for text install)

this will allow you to select reiserfs filesystem during installation
This has been tested for redhat 9.0 and above