Hey Kenny, Welcome to the forum.
First off, I'd recomend stepping through the videos in:
http://forum.flitetest.com/showthread.php?4681-The-quot-Help-keep-Patrick-from-crashing-his-multi-quot-Thread
If nothing else, they'll give a good overview of the basic setup process for a quad. most of this will apply for other multi's (V-tail, tri, hex) other than a few setting and wiring differneces.
In your case, with the Quatro, the setup should be nearly identical except wring the ESC -- the plug with both power and ground will go into M1 on the board (S3, according to the ESC manual) and then the other three in the appropreate M2-4 slot. BTW, all of the single wire plugs and the signal on the 3-wire plug go on the inside edge of the connectors.
I've got a Q-brian (a rebrand of the same 4x20 esc), but I wanted to keep the port numberings consistant to reduce my confusion. To do it, I pulled the signal line (white) from the S3 plug, and swapped it for the red wire in the S1 plug (so now that plug had brown-red-red, with the red on the end comming from the other wire set). The 3-wire plug now connects to S1, so it plugs into M1 on the kk2. Then orange, white, brown -- in that order -- of the single wires go into M2-4 on the kk2. After that M1 motor wires on the ESC lines up with M1 on the KK2 board, and so on. swapping the connector pins is entirely optional, but makes life much simpler in layout
As for your radio, I don't own a 9x, but once you've get to the receiver test in th evideos, the only thing you need to set up on the radio are the subtrims and servo travel durring the receiver tests. Everything else can fly beautifully on a stock radio setup -- the rest of the setup in on the kk2, telling it how to interperate those signals from the radio. The steps on the video will lay out *what* you need to do, but the *how* is beyond my experience with that radio. If you're having trouble finding the settings and getting the receiver test to work, don't hesitate to ask specifics.