The Floyd Rose setup is not a big deal ... Just remove the back cover of your guitar , you'll find the springs attached with a couple of screws to the body .
When you put a set of .009's instead of .010's , the springs tension will cause the bridge to fall into the body , so you have to unscrew the screws a little , so that the bridge is almost parallel to the guitar body (or very slightly leaning towards the neck) when the strings are in tune.
It shouldn't take more than 5 min.

Then you should setup the intonation and the truss rod , which can take up to few hours if you're not experienced with it.

Good Luck