What you see on the back end of your 9600 is the 9-pin modification of the classic 8-pin socket. If you look carefully there is one pin, the 9th pin that is in the second row of pins that looks to be very closly configured compared to the rest of the pins in that socket. Your modem is only designed to use 8 of those pins. There were a few devices designed that pulled power out of hte 9th pin to operate themselves, or what we know today as bus power, like what is often done with USB devices. The cable that uses all 9-pins will only fit into a 9pin socket because of an adjustment in the cable that prevents it from being forced into an 8-pin socket.
Assuming that your modem has a power adapter on it, then you just need a normal 25 pin to 8 pin cable and forget about the 9th pin.