For OS 9, simply select the folder or drive you want to share, press fruit+i to get info, and check the box that says something like ''share this folder'' and set the appropriate permissions. Make sure you have the users and passwords setup in the "File Sharing" application in System Folder>Control Pannels. Sorry I can't be more specifict, I'm using Windows right now :-/
For OS X, go to System Preferences>Sharing. To turn on file sharing for the OS 9 computer, check the boxed marked "Personal File Sharing" (AFP). To turn on file sharing for you windows box check the boxed marked "Windows sharing" (SMB/CIFS) In both cases, your home foler (~/), root directory (/), and any mounted media (CD/DVDs, etc) will be shared. To share a specific directory you have to manually edit the config file at /etc/smb.conf
For OS 9 to connect to OS X over AFP, open the Chooser application, select the AppleTalk icon, and select your OS X computer. Enter your user/pass and it should mount the volume on your desktop.
Windows requires AppleShare to be enabled for the OS 9 computer to be able to connect to it. OS X and Windows should talk just fine between each other.
For OS X to connect to the OS 9 computer, go to the finder and press fruit+k to bring up a network connection window. In the address bar type "afp://os9" where "os9" is either the network name or IP address of the OS 9 computer. Press connect and authenticate with a user/password.
Depending on your version of OS X and OS 9, there could be incompatablities using AFP between the computers (resulting in them being unable to connect), more info is needed.