Well, of course nothing happened after you restarted! When you hit "Restart" under MacOS 9 in the MacOS X install window, it sets the starting volume to the disk it was launched from. This was a mounted dmg file, which is unmounted after you shut down OS 9.
And since you don't have an image file, I can't see a way to get this to work. MAYBE you can burn the files to a CD from the mounted dmg, but judging your experiences with dmg files, I would rather suggest to wait the two weeks till the official CD is released before trashing your whole system.
It's up to you, but if you trash your system with this disc, do us a favour and do not ask for help on this forum. After all, you are using an illegal beta!