Javascript, 83
Not to happpy about this one
n=9;r='';for(i=1;i<n+2;i++){for(a=1;a<i;a++){r+=a+' '}r=r.slice(0,-1)+'\n'}alert(r)
Pretty straight forwards
r=''; so javascript doesn't add the value as numbers
r.slice(0,-1)+'\n'remove last space and add a line end