If you're lucky, this is easy. Just select the program in the Finder, Show Info, and check the box marked "Open in the Classic Environment." But sometimes this box is missing. Well, here's how to make it show up.
First, keep in mind that the program absolutely must be double-clickable in OS 9 for this to work. Now, control-click on the application and choose "Show Package Contents." Then open the "Contents" subfolder and edit the file Info.plist. If Contents is grayed out in the Finder, you can use the Terminal to open the folder.
Add the following key/value pair to Info.plist:
Key: LSPrefersClassic
Value Type: Boolean
Value: True
If you installed the Dev Tools, you can use Apple's handy Property List editor to do this easily, but otherwise you will have to manually enter the XML.
Save and close the file. Now when you Show Info, the option should be there. I have tried this successfully on AppleWorks 6 and AOL Instant Messenger.

