I have received error message 9 and my phone will not restore continues to prompt me to connect to iTunes. iPhone

From http://support.apple.com/kb/TS3694#error9:

Error 9: This error occurs when the device unexpectedly drops off the USB bus and communication stops. This can occur if the device is manually disconnected during the restore process. This issue can be resolved by performing USB isolation troubleshooting, using a different USB dock-connector cable, trying another USB port, restoring on another computer, or by eliminating conflicts from third-party security software.

Make sure you are not connected through a usb hub; connect directly to the usb port on your computer.  Also be sure your usb to dock cable is good, that your case isn't interfering with a good connection to your phone and that the cable and connector on your phone are clean.  Also try disabling any security software.

From http://support.apple.com/kb/TS3694#error9:

Error 9: This error occurs when the device unexpectedly drops off the USB bus and communication stops. This can occur if the device is manually disconnected during the restore process. This issue can be resolved by performing USB isolation troubleshooting, using a different USB dock-connector cable, trying another USB port, restoring on another computer, or by eliminating conflicts from third-party security software.

Make sure you are not connected through a usb hub; connect directly to the usb port on your computer.  Also be sure your usb to dock cable is good, that your case isn't interfering with a good connection to your phone and that the cable and connector on your phone are clean.  Also try disabling any security software.