This is the exact question that was on the Quantitative Reasoning of the Kaplan Diagnostic DAT so here is their explanation word for word: The question for the similar problem was: " If x^2-9<0, which of the following is true?"
If x^2-9<0, then x^2<9. If x^2<9 and x is positive, then x<3. If x^2<9 and x is negative, then x>-3. So it must be true that -3<x<3.
It is good to remember that x^2<T is equivalent to -sqrtT<x<sqrtT if T is a positive number. This would be applicable in this question, where x^2<9 is equivalent to -sqrt9<x<sqrt9, or -3<x<3.
It is also good to remember that x^2>T is equivalent to x>sqrtT or x<-sqrtT if T is a positive number