I would definitely suggest starting in SCN mode, "underwater" setting.
Then use the 4 way jog to turn flash from Auto to On (press it right) and focus to "Macro" (press it left). This will give you more light, and start the focussing seek mode close, as the best pictures you can take with the G9 (to start with) will be macro.
Play around for a few dives, get used to what works and what doesn't... take lots and lots of shots. Once you start to feel the limitations of the auto-mode, and familiarise yourself with the controls and you can move onto the Shutter/Aperature and C1/C2 modes which allow more refinement.
Getting close to your subjects will cut down on backscatter (reflections from particulate in the water) which turns up as soft blobs on your final photos. Always use the diffuser otherwise the lens port will block the flash from reaching parts of your photo when you are closer than about 8 inches to your subject.
Definitely review the settings used for the pictures that did and didn't work in the Zoombrower software (or the EXIF information embedded in the pictures).
I also just got a G9 with Canon housing and used it underwater for the first time yesterday.
I think the key thing to do is start with the easy modes, find what works, the limitations and then progress onto the more manual harder modes. If you go straight into trying to set your ISO, shutter speed, aperature and maintain sharp focus the task loading will be too much. You will be able to get some great photos - here are a set I took with the baby brother of the G9, an Ixy. I can't wait to see what step up in results I can get from the G9:
http://www.scubaboard.com/forums/philippine-paradise-divers/243293-puerto-galera-photos.html