Have you checked that there are no other updates that haven't finished installing as that can mess things up.
Did you download IE9 through Windows Udates or a third-party provider?
You might want to check in Start>Control Panel>Programs>Programs &Features>Turn Windows Features On Or Off and see if IE8 is still showing. If it is, disable it, and then try installing IE9.
Also, is UAC showing on your desktop asking for permission to install IE9?