Garden-variety cable releases have tapered threads, smaller diameter on the camera end, increasing as you go toward the release end. I've been using electronic releases for too long to remember if it's a similar arrangement on the camera side, but I'd think it would be.
Hi,
That is correct. On any Leica M, including M9, the shutter release button is threaded to accept a standard cable release. There is no electronic release.
Jean-Michel