Cosmos 2007 has a non-linear study available. However, in 2008 i dont see it, and 2009 Simulation doesnt have it either. Is this by design? Was this option removed or does it need to be configured?h
This sounds like a licence issues, depending what licence you have non-linear will appear in the analysis tree. I would speak to your VAR to check your licence is still valid for non-linear in 2009.