Adding external power supply to any arduino connected component
You can use an NPN transistor for this purpose.

All you have to do is connect it this way

Obviously use a buzzer instead of the motor and pin 9 instead of 4 :D

Arduino (pin 9)==>1k-10k Resistance==>Transistor base

Buzzer +ve ==> + 9V

Buzzer -ve ==> Transistor collector

Transistor Emitter ==> battery -ve ==> Arduino GND.

So now whenever you set the pin 9 to HIGH the transistor would allow current to pass through it from collector to emitter and your buzzer would work just as you wanted.