OVERVIEW
Normally, you do not need to uninstall either version 8 or version 9 before installing the other version.

The database files that MJ uses have a .jmd extension, and they are stored here:

C:\Program Files\J River\Media Jukebox\Data  (or similar)

Other directories such as C:\Program Files\J River\Media Jukebox\Data\Cover Art may also contain user data and should be backed up before a conversion is attempted.

UPGRADING FROM Version 8 to Version 9
When you install Version 9, any Version 8 files are automatically converted and the original files are backed up to: 

C:\Program Files\J River\Media Jukebox\Data\Media Jukebox 8.0 Upgrade Backup

RESTORING Version 8 after Version 9 has been installed
Beginning with version 8.0.393, MJ8, will detect the backup copy of its data that version 9 created and offer to restore it.  This build does not include TV or DVD, which were moved to version 9.

With version 8.0.388 or earlier, you must copy the jmd files from the backup directory above to the original location (before installation): 

C:\Program Files\J River\Media Jukebox\Data  (this is the default location -- yours may be different).

Then install version 8.

License FAQ's for Media Jukebox