This link is the most promising one so far that I will try later and probably post back here on my results, not sure if there'd be a difference for CF9 but for your information:
http://www.andyscott.id.au/blog/installing-coldfusion-10-on-windows-8-and-windows-server-2012
Update ok I just tried this and it worked, took me 4 tries my mistake was that I replaced the msvcrt.dll in the Windows folder the first few times, when you ONLY replace the resources folder that has the JREs and what not, note this is on Windows 8 64-bit - then I ran the installer in compatibility mode for Windows 7 and as an administrator
Another gotcha, you're probably wondering from that article where do I find another working program that uses InstallAnywhere? Well funnily InstallAnywhere installs itself with InstallAnywhere, so get the trial version and follow the steps - you are grabbing the unpacked install files in the AppData/"your name"/Local/Temp/i777777777 (random number here) folder that corresponds to your install
More in depth info: http://thefusionator.com/index.cfm?blogID=2