Make you have clockworkmod installed first and when in recovery mode, clear the cache, factory data reset, and clear the dalvik cache. Failure to do so can end up in a bricked phone, or you will be in a boot loop, and both cant be fixed
THEN choose the zip file and install it. When you reboot, will not have the google playstore. Google "gapps" and download the gapps specifically made for cyanogenmod9.
put the file onto the root of your sd card and install it the same way you installed cyanogenmod 9. now you will have Icecream sandwich and acess to the
google play store, as well as all the other apps like gmail.