Thanks, Nasser! That works perfectly!
One of the symptoms that I didn't mention is that when I right-click on a CDF document and choose "Open with", the options of Wolfram Mathematica 10, Wolfram Mathematica 9, and Wolfram CDF Player 9 appear. However, when I choose Wolfram CDF Player 9, the document gets opened with Mathematica 10.
But, again, your solution of opening Wolfram CDF Player 9 directly and then opening the CDF from within that application works fine.
Thanks!