How do I download a raw image from my Nikon D9000?
In common, take the CF card (or other device) out of the camera and use a card reader to put it in and connect to the computer.
But I think you have a different problem, the Nikon D9000 is brand new and does not seem to be listed in the supported cameras in Adobe Camera Raw.
Hence you will only see generic icons.
This is a longstanding and well known problem. Each vendor uses its own Raw format and sadly enough they change it also for each new dSLR.
Normally it does not take long to see new dSLRs supported in ACR but that will only happen in the latest ACR update for the latest CS version.
If you don't have the latest CS version you can use the latest free DNG converter from Adobe. Usually DNG and ACR are both updated at the same time with same supported cameras.
Meanwhile you only can use the software Nikon provided you with the D9000.
Or the D7000, which works with ACR 6.3 (CS5); or the D5000, which works with ACR 5.4 (CS4), or the D3000, which works with ACR 5.5 (CS4).
Or maybe the OP has a time machine. If so, a few haters on Nikon Rumors will be annoyed.