I got one of these recently aswell. Only had it in the pool so far though. I didn't have any issues changing modes though.
Try playing with it in the housing but not in the water. Make sure you have the camera sitting in the case properly. Sorry if that's a bit obvious!
There is some good info and tips on scubaboard believe it or not. Try here:
ScubaBoard - Canon Corner
The wetpixel.com forum also has a few threads on the G9.
Wetpixel :: Underwater Photography Forums -> Consumer Digicams/Housings
Wish I was going back to the Maldives!
Good luck.