That one from Hendrix Purple Haze isn't a Grace note , it's a bend .
I think you're talking about this part :
e---------------------------|
b------------8b-------------|
g--------7------------------|
D---/9------------7---------|
A---------------------------|
E---------------------------|
Tab writing differs from different sources , take a look at the tab legend before playing the tab ... So probably that (9) was refering to bending the 8th fret a half step (reaching the tone of the 9th).
Anyway , a grace note is a note played "very quickly" before the desired note ... Usualy using a legato or legato slide.
In original tabs , the fret of the grace notes are usualy written in small fonts.