At my job, I have been given the task of upgrading our Oracle 8.1.6 databast to 9.2. This is on a Windows NT 4.0 box and I did the original install of 8.1.6. Can I just throw in the 9.2 CD and do the upgrade with minimal risk? I do have backups of the database and I am not a true DBA, so this is new to me.
Two docs should help you:
In one scenario, what you need to do is run an update script Oracle provides to migrate one version to another, and install the new version's software. There are some other steps here and there, but that is the gist of what you could do.