To follow up on my earlier posting, Sylvain wants to install V9 on a
system where V10 is already installed. I have no familiarity with how
these files are structured on Windows, but it is certainly possible
that if he uses the Stata media to get the appropriate V9 files
installed he will overwrite the equivalent directories for V10,
rendering his V10 installation unusable. There are ways around this
for the knowledgeable user (i.e. one who knows how to give commands
to rename directories, etc.) but as Nick Cox said there care must be
taken to end up with a system on which both executables are usable,
coupled to the appropriate ado-files.
That said, it is certainly possible -- by redefining elements of the
ADOPATH -- to make the same set of PLUS and PERSONAL adofiles
accessible to more than one copy of Stata (presuming that that makes
sense).