I'm a Mega Man vet and I had trouble with MM9 at first. It's a tough game, but it's also a Mega Man game and Mega Man games have that effect where they seem ridiculously hard at first but become relatively easy once you get through them at least once.
If you don't know what to expect, you'll get owned. If you do, you'll end up with better results. This kind of game thrives on memorization, but not so much that it's overbearing.
As for the demo stage (Concrete Man's stage), it's tough at first, but to me it's actually one of the easier stages in the game. Nothing in comparison to the stages of Magma Man, Tornado Man, and Jewel Man.
When I first played MM9 I had to go through every level at least once before I was able to grasp the game enough to actually beat one of the robot masters with just the m-buster, and again, I was a Mega Man vet going into this. I eventually discovered that Splash Woman's stage is the easiest, but that Galaxy man is actually the easiest Robot Master, so I found myself beating him first. After that, things just fall into place.
They should have a term for it. The "Mega Man Effect," I guess.