Brushless motor + ESC with Arduino question
Like the previous answer stated, you should be using a 20-25c battery (can discharge up to 25A). I don't know exactly how much a 9V draws, but it definitely can't supply more than an AMP. Your motor pulls much more than 1 amp. Get yourself a nice LiPo from hobbyking.com, maybe an 8.4v or 11.1v

The ESC beeping could be telling you it can't draw enough Amps from the battery?