It is necessary to dig the holes 36" deep for 2 reasons. 1) to safely secure the posts in the ground (check your local codes). Since the height will be 8-9 feet, you don't want it falling on your head in a high wind. 2) 36" is below ground freeze level. If the posts are buried too shallow, when the ground freezes the earth will heave and push the posts up. You can rent power augers to make the digging faster and easier. Remember to contact your local utilities to survey the area for electrical, gas, water, sewer etc before you dig. It really should be secured with cement for permanence and safety sake. Don't be frugal and lazy and take a lot of short cuts because you don't want the extra labor or expense. By preparing and doing the project correctly will save you time, money and trips to the hospital down the road. Don't forget to use pressure treated wood so that it will stand up to the elements and not rot in the ground (even in cement). To brace them, temporarily attach 2-2x4s (on adjacent corners of the post) about halfway up the post and angle them to the ground (once you have the post plumbed and until the cement cures). Good luck!