The smallest gear on the back corresponds with 9 on your shift indicator and the largest corresponds with 1. Just so there's no confusion.

I'm starting to suspect that most of the problems in this thread stem from minor adjustment issues coupled with major user error. Try unloading the pressure on your pedals every time you shift. You can't shift under heavy load and expect miracles even from the most expensive parts. You need to predict what gear you'll need to be in 5 seconds before you actually need to be in that gear. Don't wait til you realize you're in the wrong gear to begin your shift. this applies especially to shifting from harder gears to easy ones. It needs to be done before you load up the pressure during a climb.