Hi, MalcoUK -
Welcome to Apple's Discussions.
The installer for an OS is prohibited from installing on top of a newer version, for good reasons. The way around that is to do a Clean Install of OS 9, then update it as needed via download updates. Note that a Clean Install removes nothing.
Article #58176 - Mac OS 8, Mac OS 9: Performing a Clean Installation
In your case, some time and inconvenience can be saved by acquiring a retail OS 9.2.1 Install CD, installing that via Clean Install, then applying the OS 9.2.2 download update.
There is no retail OS 9.2.2 Install CD - all OS 9.2.2 Install CDs are model-specific.
In case you need the download updaters -
Article #120030 - Mac OS 9.2.1 - Download and Info
Article #75186 - Mac OS 9.2.2 - Download and Info
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Although you have OSX on the drive, you should have no issues with regard to it when you do a Clean Install of OS 9.