I'm not sure i understand, as pse 9 as shipped only allows playing actions from the effects panel or through the Automated Actions Player in the Guided edit mode. neither
of which gives the control of actions your asking about.
Maybe i'm not reading your question right and your talking about the Layers panel or Undo History panel in pse 9?
Or your not in the Full Edit mode in pse 9?
(Window>Layers and Window>Undo History)
A screenshot might help to show what your talking about.