Hi Anders,
Only have experience with the built-in sat module - and it works 100% (even with Canal Digital).
Yes, you can remove the BM1 - or place the one you currently own in the compartment (please notice that you will have to take off the fabric in front to get access to the "cabinet"). I would recommend using the one you have, unless you get a one-for-one trade-in with your dealer.
The only drawback (beside the price!) of the BV9: Even if it comes without the HDR-2 in the US, it is not possible to order it without the HDR-2 over here. Strange, as quite a few sat/cable companies offer an integrated STB/PVR these days.
Roger