Shimano chains especially are meant to never reuse pins, even if you hadn't pushed it all the way through... Actually, with a shimano chain, you ARE supposed to push it all the way out and then use the rejoining pin (pictured above) to re-link it. The reason for this is that the outer link plates won't grip the old pin as tightly and result in a weak chain whereas the rejoining pin has those raised lips to hold the plates in place (and includes the breakaway guide dowel to get it in clean/straight). They typically cost a dollar or two at a bike shop. Make sure you get the right pin for your chain (you said 9spd right?).

You could also freely use a powerlink or similar product.