conversion of this grammar to CNF My task is to convert the following grammar to CNF: $S \to SS \mid (S) \mid \lambda$

after removing lambda productions: $S\to SS,  S\to (S),  S\to(), S\to S$

after removing unit productions: $S\to SS, S\to (S), S\to()$

I got upto this point. Do not know how this grammar will be in CNF coz I am not sure if using () makes the grammar illegal. Need help how to proceed and make this grammar in CNF?
Yes, the grammar you noww have is still illegal. For CFG you can only have two types of productions $A\to BC$ and $A\to a$ where $A,B,C$ are nonterminals (variables) and $a$ terminal. 

It is best to add additional variables that introduce the brackets $A\to ($ and $B\to )$.
Now you can use $S\to AB$ instead of your production $S\to ()$.

Finally, try to get rid of $S\to (S)$. It is too long and contains both terminals and nonterminals on the right side.