I am trying to upgrade system OS8.6 to OS9.2. When I click the install icon the computer tells me my firmware needs to be updated & I can find this in the CD Extras folder. When I look for it it isn't there. I have tried to find the firmware update in the internet but aren't having any luck. Help please.

You have to install Mac OS 9.0 firware before you upgrade to 9.2.2!

Unfortunately you are going to have to buy OS 9.0 before you can upgrade to 9.2. Or you can check the apple website to see what OSX can be purchased that will allow you to by-pass the 9.0 step. Go to the support section, and look under older OS versions for more info.