That 9 pin hole is where your MIDI plugs in via and adapter that is wired like the following.
http://www.sonido-7.com/d8b/maintenance.html#Post7
You can find them on ebay or you can roll your own if you are so inclined or look on Ebay. It should have come with the console but they don't often times when buying second hand. I seem to remember there being some oddities with the transport if using the Alesis HD24 but I amy be confusing that with another animal, I am sure some one else can come along and clarify. Too many years to remember it all....