That is so depressing! SI-ing is really serious. If you start out young, it can lead to worse things once she thinks of them or she learns what they are. But at 9 years old, I think that's really bad. Maybe if the mother believes she's fine, I think you should take action yourself. Maybe try calling the school nurse? Maybe she could give you advise or her opinion. I also know as a child, if your hurt you will cry over a paper-cut, or just little things because they haven't grown up yet.
If she knows cutting herself will hurt, and she doesn't want to feel it then why would she? So, she obviously wants to feel the pain then. Try looking some information up online and if you can try finding some websites that talk about it, but here's one I found:
http://www.kellybear.com/TeacherArti...cherTip44.html
also, this may help:
http://aacap.org/page.ww?name=Self-I...s+for+Families
if you need anything, feel free to PM me anytime. good luck!