You should first try to install using the installer on your DVD. However, if that installer does not work, these installers can help.
The current DVD installer for X-Plane 9 is version 2.06. This installer will work on any X-Plane 9 DVD. You can download it with these links:
NOTE: If you installed X-Plane using an older v9 DVD Installer (such as the v9.0 Beta Installer), the new DVD Installer may fail to detect your copy of X-Plane when installing Scenery. To resolve this issue download the latest X-Plane Updater, run and install all updates. Then download and run the latest X-Plane DVD Installer.