Actually the best way to provide 9vdc power is through the external power jack as that route provides a polarity protection diode, after which it is called Vin and also wires to the Vin pin. The Vin pin was actually designed to allow you to power things external to the board that requires more then +5vdc, however it will work as a voltage input also.
As far as the Arduino wording on power, it's trying to say that the components on the board all require +5vdc. This can come from either the USB connector (as it is already regulated at +5vdc coming from your PC) or external power (or Vin pin) which is wired to the input of the on board +5vdc regulator chip.
That any better?
Lefty