The Micro is very similar to the Leonardo.
It is normal to have two different COM ports. One for sketches and another when the bootloader is running.
See here for more detials:http://arduino.cc/en/Guide/ArduinoLeonardo
If you open Device Manger and watch the Ports section, what happens when you press the reset button and release it?
You should see COM9 disappear and you should see another COM port appear.