If you bought the retail version of Tiger, it doesn't come with the necessary OS 9 installation for Classic to work. You would have to buy the retail version of Mac OS 9.2.2 (Actually, any version of 9 should work but it would have to be updated to 9.2.2, but I believe any versions of OS 9 that you purchase retail will be 9.2.2).
All PPC Macs should have an OS 9 installer in one of the gray CDs that come with them. It's usually called "Classic Support Installation" or something like that. But of course, that's with whatever version of OS X is on that disc that shipped with the computer, not the retail versions os OS X.