[SteveFromNY]

Yes, that's exactly what you do. 9A is like the other half of the I-295 "loop", just the shorter half.
Going south, you'll see the 295 exit, just go under the overpass and the exit for 9A is there. It heads south on the east side of 95. Heading north, you'll see 9A first. If you google the map for Jacksonville you'll see the road quite plainly.