If you want all sites to use compatibility view in Internet Explorer 9, you will need to press ALT to be able to click on the Tools Menu bar item instead to. Afterwards it's the same as in IE8 in the tutorial below.
If you only want specific sites to use compatibility view, then you will still need to manually click on the compatibility view icon to turn it blue when it appears in the IE9 address bar, or manually add the website to the compatibility view list.
Don't know if this will help but I found I only had to do this the first time on a site that didn't work correctly until I clicked on the compatibility icon. I went to the same site this week and it worked without me having to click it again, so maybe it remembers for you.
When you click on the compatibility view icon to highlight it, it will automatically be added to the compatibility view list. If you click on the icon again to unhilight it, it will be removed from the list.
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Thank you Shawn I didn't know that, it was the only site I'd been to that needed to go into compatibility so I hadn't been to the Tools command to alter it just clicked on it at the address bar.