What wonder working software have you installed lately?
Normally, IE 9 install produces not problems.
do me a favor and post a copy of the msg you get when you try to install.
Before you do,
| type SERVICES.MSC | ENTER
Now your objective is make sure that the following three services are started:
Background Intelligent Transfer Service
If you are using Norton, then disable before you try to update.
If you are using AVG, then disable before you try to update.
If you are using SpyBot, then uninstall and leave uininstalled.
If you arfe using Ad-aware, then uninstall and leave uninstalled.