Unfortunately, the download links found on that archived page are dead now. You can find the 15-part Mac OS 9.1 Update off-site. This presumes that you have another internet-capable computer to download the update segments.
"I can't seem to figure out how to update my IE to IE 5 because IE 4.5 stinks."
It's really a non-issue at this point. Internet Explorer 5.1.7 was the final release for pre-OS X Macs and version 5.2.3 was the final release for OS X. These browsers aren't supported by most web sites, as they're more than 12 years-old now. Once you install Jaguar and update to the final release (10.2.8), you can use Safari or - better yet - use a modern, supported version of Mozilla's Firefox. After the iMac is running OS 9.1, you can run the 4.1.9 Firmware Update. Once that's done, you can install OS X by inserting the CD and following the prompts to restart. After restart, select "Utilities" from the drop-down menu, you can choose "Disk Utility" to erase and reformat the hard drive as a Mac OS Extended (HFS+) volume and partition it, if you wish. Your iMac won't recognize the full capacity of a hard drive that's larger than 128 GBs, so essentially, this means that a 120 GB drive is optimal.