The 9xr programming dongle sold here is an Usbasp device. It allows in system programming of the micro controller in the 9xr through the PC.
Usbasp is developed by Thomas Fischl at http://www.fischl.de/usbasp/ . Usbasp is open source hardware. The current version of Usbasp firmware used on 9xrprogrammers.com is discussed on the Usbasp Firmware page. The Software drivers needed for Windows PC's are provided on the Drivers page.
The new Programming 6 pin hardware does not need an adapter, If you have an older it may need an adapter and that programmer is connected as follows:
9xr <---> adapter <---> ribbon cable <---> programmer <---> computer
The adapter is needed for older Usbasp because because the 9xr uses the 6 pin connector and the older Usbasp uses the 10 pin connector. Here are the avr isp pinouts. The newer programmer comes with the 6 pin interface. If you need the 10 pin interface check out the Programming Deluxe product.