Hello Alex,
Yes it would be possible to create a GFS with 9 USB drives.
You can configure three media sets, one for daily, one for weekly and one for monthly backups.
For each media set, you can specify the overwrite and append protection periods. When you swap the USB devices, do not forget to use the Hot Swappable Device Wizard.
These technotes should help you achieve the desired.
The basics of Advanced Device and Media Management for Backup Exec for Windows Servers
http://support.veritas.com/docs/192265
An explanation of the "Overwrite Protection Period" and the "Append Period"
http://support.veritas.com/docs/237374
Make sure if you are using a CD or DVD you have formatted it with a third party software.
NOTE : If we do not receive your reply within two business days, this post would be marked ‘assumed answered’ and would be moved to ‘answered questions’ pool.
Additional Information :
For information on the recent VERITAS Backup Exec security vulnerabilities, including links to the downloads for the necessary hotfixes, please refer to the following document:
Patch summary for Security Advisories VX05-001, VX05-002, VX05-003, VX05-005, VX05-006, VX05-007
http://seer.support.veritas.com/docs/277429.htm