You cannot just transfer to a 9N shortcode, it won't work.
In VM pro create a module with a menu, put a PIN code as the DTMF input and link that to a second menu with only a "$" as a action.
link this to a transfer action and enter 9$KEY as the transfer number.
The user dials in, goes to the VM Pro acton, enters a PIN code and gets into the second menu, put a dialtone wav file in it and the user can dial any number he wants to be transferred to, each digit must be entered within 4 seconds otherwise VM Pro assumes that the number is complete and stops collecting digits which will be transferred to the 9N shortcode.
VM Pro does not have any restriction on outgoing calls so any number entered can be used to get transferred.
Make sure the customer is aware of the possible toll fraud this can introduce!
If it ain't dutch it ain't much