There was no such thing as Windows Mobile 2.25 or even 2. Your phone model shipped with Windows Mobile 5 and first came out in early 2006. You can learn more about it in our review: http://www.mobiletechreview.com/cingular-8125.htm . There was no OS update offered for that phone, it's CPU was too slow to run newer OS versions and the 8525 came out to replace it instead (that too is long discontinued).
The 2.25 you're seeing might be the ROM version, which is just the firmware version number and doesn't necessarily have anything to do with the OS. There are no major new ROM versions available for that phone either.