Sorry for the delay, meant to do this last night but got busy with other stuff.
This is on Phoenix as I have not gotten to RF yet.
On your DX9, set up a new model and make it a helicopter and name it Phoenix Heli, or something that you know. Set your swash on Normal (should already be there) and go down into your trainer and select wireless. In Wireless, scroll to the right one time and inhibit the wireless trainer. Once done, scroll left to LIST and select. Now, select Wired Trainer and set it to Pilot Link Master. Scroll down to the Switch and Inhibit it.
From there, turn your Tx off and plug the phoenix cable into the trainer port of the Tx. This should turn your Tx on. Open up Phoenix and select System > Your Controls > New Profile. Name it DX9 since the DX9 is not in there. Then select Quick Setup. Follow the onscreen guide to set each of your flight controls and you are ready to fly.
The same model should work in RF, but make sure to go into EACH model you want to control with your DX9 and select PassThrough. If you don't, the controls are funky as hell. I do remember that from my DX8.
If you have a problem creating the model in the DX9, I can upload my file from my DX9 Black for you to try. But I'm sure you will get it figured out. If not, let me know.