I do not use Home premium, so perhaps circumstances are different. But if you downloaded and installed it as a free download, then I cannot understand why it does not appear under "Programs and Features". If, however, you installed it as an offered update, then Troubles suggestion is probably the answer.
However, I use Ultimate. In my case, it is listed under "Turn Windows Features on or off" (To the left of the "Programs and Features" window.) If you do have it there, unticking it will remove it and reurn IE8 into use automatically, unless you have deleted the needed files with a program such as Ccleaner.
Later.
Hmm. Curious. I do not have IE9 in my Updates, but here (picture) I can remove it, or replace it, ad infinitum. On removing it I am automatically returned to IE8?? Maybe the final release came with SP1?