What is the version of your Mac OS 9 CD? If you have a Mac OS 9.1 retail CD, you can install that straight away, without any trouble.
If you have 9.0.0 or 9.0.4, you have to install that, and then run the Mac OS 9.1 Update.
If you have 9.0.0 or 9.0.4, you have to install that, and then run the Mac OS 9.1 Update.