All you have to do is install OS X normally, just don't choose to wipe your HD or anything when you're installing. I have installed OS X twice on my G3 iMac (Puma, then Jaguar) and still have 9 and all my data from 9 on it. Just make sure that you have enough HD space... OS X can eat up more than you might expect. When, you're instaling select the drive you want to install it on, make sure that you don't select to overwrite your OS 9 start-up or anything though. There should be no problems with doing what you want to do.
After the install you'll then have two start-up disks, OS 9 or OS X. You can start the computer up in either one, so if you find that classic is running too slow under X or for some reason you want to only be running OS 9 you can certanly restart in OS 9.
By the way, nice Star Wars quote in ur signature....