You have 9 marbles total. Divide them into three groups of three.
Weigh group 1 and group 2 against each other, if one is heavier than the other, then you know that it contains the heavy marble, if they are of equal weight, then you know the heavy marble lies in the third group.
Take the heavy group and weigh any two marbles against each other. If one is heavier, than that is your marble. If they are the same weight, then the heavy one is the remaining marble in that group.