I feel it is totally up to the losing player as to when they should resign. If they feel they are getting some value out of the game or have a slight chance to atleast draw then why not continue.
I personaly like to play the games out when I am in the winning postion so I can continue to improve/practice my endgame.
Players who don't like people to play on are probably weak in end games, and should be put to the test.
I also agree that the higher up the ratings you are the earlier you should resign.
That's my two cents
When I started playing chess, I had no idea what I was doing and the way I learned how to play was coming on this site and playing people. Most of my early games, I did things like hang pieces, forget certain rules, etc. etc. I learned strategies through some books; and through repetition made it so I just about never hang pieces anymore. However, I learned THE MOST when I lost a game, pure and simple.
"You can learn a line from a win, and a book from a defeat." -Paul Brown.
That quote means that before you become a dominant chess player, you have to lose first. I lost A LOT when I first started playing chess, but I found that the harder my opponents were, even if they had me beat early, I'd learn from them late. I played people hundreds of points higher than me and would get dominated by them, but later through analyzation would come to see what I was doing wrong. Computer analysis of finished games helps too.
The point is, if you play good opponents you're going to get games where it's clear early you're going to lose. This happened to me a lot of times, and personally I'm glad I played out those lost games. I truly believe it made me a better player. At your level, you should DEFINATELY play a game to try to learn from it.
WITH THAT SAID, if I was a grandmaster, and I did something stupid, like losing my queen by move 10 for no compensation, I'd probably just give up. Because at that point I'd be good enough where getting beat down isn't going to teach me anything. If you get to a point where you're REALLY good, and it's clear you're not going to win, it's considered polite to resign.
But as I said, at your level I think playing it out could teach you something. Endgame play, maybe how to fight for a draw. I learned that if I'm down material early, it's okay to sacrifice the rest to attempt to get the king. I learned because one game I was so far down early material wise I just used the rest of it to destroy the cover around the king and go for his throat. Can't remember what happened but I think I either won, or was very close to winning. I learned a lot through playing games that looked early like I had no shot of winning.
For you, when I look at this game, you can learn this: Always be careful of pawns getting too close to your last row. Even if it's the middlegame, and you still have big time pieces, like you queens and rooks and such, it's never to early to promote a pawn if you can. I've seen guys have chances to promote early, but don't due to missing the oppurtunity. It's simply because they're used to only looking for pawn promotion near the endgame. While that's usually when you'd look to make a pawn a piece, it doesn't always HAVE to be. You may already know that, but it's what I took from this game.
So should you resign by move 9? Only if you believe you know enough that you can't learn anything from playing it out. Your opponent was a jerk. Asking people to resign is ALWAYS rude. Chess is a gentlemen's game, and both sides are given teh chance to resign when they feel the time is right for them too. From now on, do not resign until YOU want to, not if your opponent asks you too.
P.S. Sorry about the long speech-like post, had a lot to say.