Your data set doesn't have any records that indicate Severity other than 3, 4, 5, 6. As a result, there is no logic in the data that would suggest that Severity begins at 1 and can be as high as 9.
An easy way to fix this is to simply open NOTEPAD on your desktop and type the following.
Next, copy that text to your clipboard.
In Tableau, in the header click "Data" and select "Paste Data" This will create a data source on your workbook called "Clipboardxxxxxxx"
Now, Click the "Data" header again, and select "Edit Relationships." Making the clipboard data source your primary, create a relationship to your example data set on the "Severity" column. (Tableau should have this as an automatic relationship) - see image.
With this set up, you'll be able to drag the Severity Dimension from the Clipboard data set, and use the values from your example data set.
If you want NULLs to show up as "0" simply follow the instructions from this KB article: http://onlinehelp.tableausoftware.com/v6.1/pro/online/en-us/i1139656.html
Hope that helps.
Thanks Justin, that works perfectly.