I haven't seen a S&W 940 (if that is what you have) in a long time, but IIRC the very early ones had a beryllium spring gizmo that was behind the star to extract individually loaded cartridges

9mm cartridges should headspace on the mouth of the cartridge (although I surmise they headspace on the extractor in many autoloaders), so loading as Glock-A-Roo suggested from an autoloader magazine should work ONCE....gravity probably would not extract all cases

I just checked my Bianchi Speed Strip for my SW442, and it holds 9mm cartridges fairly securely