I see you're using a Mac -- I'm not aware of any limitations in this regard, but have you exported to EMF on your Mac in the past?
I am on Windows 7 and in V9, when I go to the Dashboard menu and choose "Export", I do see the EMF option.
You guys are on the job so fast! I didn't see your replies but meanwhile I figured it out. The enhanced metafile emf option is only available when using Tableau for Windows, not Tableau for Mac. So when I succeeded in the past I had been using Tableau for Windows (via Parallels). So it looks like I need to keep both Windows and Mac versions of Tableau v9 in use.
Thanks Bowen, I have marked your answer correct.
You may wish to raise it with support and you can also create an idea (http://community.tableau.com/create-idea!input.jspa?containerType=14&containerID=2010) <this would show the developers its something people want/ need.
PS. If you have Tableau Server there maybe a way to do it (although I haven't read the whole thread and sub threads!)