Is the hose a tight fit on the spigot?
From memory the climate line has a 15mm ID
Most masks are 19mm and need the reduce piece from 19mm to 15mm.
Both you mask & hose should be 15mm

It never seems to operate at the minimum pressure of 5cm.
The lowest that shows up during the night is about 7 to 8cm

I purchased a Resmed Autoset S9 in October 2012. My clinician set the unit up with a minimum pressure of 5cm and maximum pressure of 10cm. My readings were averaging medium 7.9, 95th percentile 10, maximum 10. As I was reaching the maximum set pressure consitently I have raised the maximum pressure ...

I assume that the hose is becoming disconnected at the mask.
When you attach the hose to the mask, make sure you twist it slightly onto the connector to create a friction joint. This should stop it coming off. Twist it again to remove it.

I would have thought you would be better buying locally in Australia from a Sleep Specialists such as from http://www.resmed.com.au so you purchase the correct equipment to suit you.
Could be an expensive mistake if you Import the items and they are not correct for you.

Did your machine come with the standard hose as well?
You need this to connect direct to the S9 unit (unclip the humidifier)
and plug the hose onto the side of the S9. I think it mentions this in the Welcome Guide that comes with the unit.

Why use distilled water?
Our tap/drinking water is fine. I empty the water tank daily & rinse it with clean water and refill it.
I dismantle the tank weekly and wash it in dishwashing detergent.
This is what my Sleep Specialist recommends