Yes, the Exchange Module is a purchased option. and Veritas no longer sells v9. You can probably pick one up on one of the Auction Sites, to
if you manage to find one, install the serial on the Media server, and the RemoteAgent on the Exchange server (if they are not the same box)
The Media server also needs Outlook installed if you want to do Mailbox Backups, but I've never seen the need for them, myself.
The Admin guide is pretty clear in what rights are needed within Exchange for the BackupExec Service account, as well as step by step instructions for installation and setup.