I've been running 8.6 and purchased OSX (like a dummy)
Now they tell me that you MUST have OS9 installed before you
can work between the two operating systems.
I never upgraded to 9 previously
So I need to Download O.S. 9.

If you are posting OSX, please also make OS9 available

Did OS 9 come with the version of OS X you got? If it did I can tell you how to start up with OS 9. What version of OS X did you buy?

OSX Jaguar allows you to essentially backtrack to your previous work and programs that were created in OS9 by rebooting the system into OS9 classic.
HOWEVER, if you have not already installed the upgrade from
8.6 to a version of OS9 (preferably 9.2) IT WILL NOT WORK!
YOU MUST HAVE ALREADY UPGRADED TO OS9.

If you reboot to 8.6 from OSX you must re-install the entire
OSX operation system .
OS 8.6 does not recognise OSX.

I was going to say the same thing as LimeDude. When I went to Apple's site, I found this:

"Important Information:
There is no way to upgrade any version of System 7 or Mac OS 8 to Mac OS 9 through a software update. You must purchase an upgraded version of Mac OS. Mac OS X includes a Mac OS 9 CD in addition to Mac OS X."

Maybe Jaguar is the difference? I still would call Apple and ask them.

RMI, here is what to do: Go to your Dock in OS X and open system preferences, click startup disk, click the os9 folder that shows up, click restart and save. That's how you do it. Let me know if you have any problems or if it works.