Symantec Brightmail Gateway (SBG) version 9 was made available for upgrade thru our software repository on Mar 10th, 2010. If you bought/ordered your appliance before that date, it most likely will come with version 8.
The Site Setup Wizard that runs when you first login to the Control Center gives you an option to upgrade the appliance to the latest release, but due to some architectural changes, any version prior to 8.0.3-11 must first be upgraded to 8.0.3-11 before it can be upgraded to version 9.
If the appliance you receive does not contain version 9, then in order to save time, as already suggested, it's best to download version 9 from FileConnect, burn an ISO CD and OSRESTORE the appliance with version 9. Here is the KB article about OSRESTORing an appliance:
http://service1.symantec.com/SUPPORT/ent-gate.nsf/docid/2005040414130363
Regards,
Adnan