I agree with JMH ... IE9 is not an absolute necessity. However, if you want to try it out just to see if you like it, you might have better luck installing it from the Microsoft download site.
How do I install or uninstall Internet Explorer 9?
Before trying the download I'd suggest checking your control panel > programs and features > view installed updates. Check to make sure you don't already have IE9 listed because it could be a partial or failed or corrupt installation. If IE9 is listed follow the steps in the Microsoft article above for uninstalling.
Finally, make a new restore point, or even better a system image, just in case something gets borked when you try to install IE9.
System Restore Point - Create Backup Complete Computer - Create an Image Backup