I recently got a 17 hmr with a variable power scope (3x9) and was wondering the best way to get it sighted in. This is the first time I have had a variable power scope.

Start out by bore sighting it if it's a bolt. Then procede to the range and start at 25 yards and get it shooting center of the bulls eye. Then to 50 yards, fir a couple of shots to make sure that it is still close to the bull. Then to 100 yards to fine tune. Sight it in at 100 yards with the scope set on the highest power. It doesn't happen too often any more but if the scope changes zero from lowest power to highest power it will minimise this if you sight it in on the highest power.

True. Most of the instructions I have read with my scopes say to zero it at ita highest power. I then check it on whatever setting I use most which for me is to leave them set on about 6X.

A variable is no different than a fixed power scope. Assuming you had it bore sighted when you had it mounted (If not, and its not a bolt action, you better start real close to your target - maybe 15 yds., just to make sure you are on the paper.)
Once you get it close to hitting where you want, and this is where a friend comes in handy. Take a shot off a rest, then while on the rest, aim your rifle at the bull, hold it still, and have a friend move the cross hairs to the previous bullets point of impact. If you didn't move the rifle, your next shoot should be in the bull, or very close to it.

Like Bigbulls said, start at 25, then 50 and finally 100yrds to get it zeroed. I always sight in at the highest power, and then change to lowest and recheck it, although now days it isn't supposed to change zero at different power settings. For the most part I usually set it at what power I would normally use, and leave it there anyway. I did have an old 3-9x that I left on 9x and it jammed there, so as a habit I turn it to the lowest setting when I clean the gun and put it away, probably doesn't make any difference where you leave it, but the old adage is that you should leave a hunting rifle's scope at the lowest setting and turn it up if you need to.