I suggest you get 9.2. You need to install the same or later version of the OS. One some computer the shipped version has extra drivers. The drivers will not be in the official release in this case 9.1. They would be in 9.2.
Mac OS 9.1 (Mac OS ROM 7.5.1) and Mac OS X 10.0.4 (4P13)
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*blinking question mark*
The blinking question mark means that your mac firmware could not find a valid operating system
on one of your disk volumes.
Somethings to do to resolve the blinking question mark.
http://docs.info.apple.com/article.html?artnum=58042
Try holding down the option key then power on. This brings up the startup manager. Click on your hd. Click on right arrow key.
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You need to figure out the level of your firmware before installing 10.2 or greater. ( The PC name for firmware is BIOS. ) Installing 10.2 with a down level firmware will most likely make your iMac unusable and difficult to fix.
What is firmware?
The firmware software receives control when you poweron your machine. It does some hardware testing and some hardware configuration then passes control to your version of Mac OS. It reside on a PROM ( program read only memory ) chip on the logic board.
Figuring out what level of firmware you have?
Open Firmware, boot into Open Firmware.
Power on your iMac while holding down command+option+o+f
The first output line contains the firmware level. Mine reads:
Apple PowerMac4,1 4.1.9f1 BootRom built on 09/14/01 at 13.18.04
Copyright 1994-2001 Apple Computer Inc.
On my machine, I have 4.1.9f1.
What firmware do you need?
http://docs.info.apple.com/article.html?artnum=86117
For a slot loading iMac, this article indicates that you need to be running 9.1 or later version of Mac OS Classic.
http://docs.info.apple.com/article.html?artnum=75130
"The iMac Firmware Update 4.1.9 will only run on iMac computers with lot-loading CD or DVD drives running Mac OS 9.1 or later from a local drive. If you are using Mac OS X you must boot from a local Mac OS 9.1 or later writeable partition (not a CD, or network disk) prior to following the update instructions."
You can download the Mac OS 9 updates from the Apple site.
http://support.apple.com/kb/HT1387?viewlocale=en_US