Since you used the same setting for your feet and it worked for you the water can be ruled out. Sometimes the water can be a problem. That is good!
I got the advice to continue doing treatment every day until the desired level of dryness is achieved, and then move on to maintenance treatments. Got this recommendation from the German reseller of Hidrex (unless you get blisters etc).
I believe that time and intensity (current or voltage level) is a factor. Either increase the time or increase the intensity I would say. 9 volts does not sound like much, but with an increased treatment time it could work. Personally, I would prefer increased intensity as it is quite boring sitting there with your hands in the water. But then again we are all different and the same goes for sensitivity to the current.
Also make sure that your Hidrex is set to pulsed current instead of direct current as it is far more convenient. In fact I don't feel any discomfort when using pulsed current. Direct current is something I prefer not to use.
There is also a sense setting that you can enable. Reading from the manual it says the following about sense: "When SENSE is active, decreased setting apply to power output, maximum current, and current slope. This function was designed for sensitve patients, children, and for treating armpits and face."
Now you have got some advice, and as you can see some say less intensity and I say more. Given that, it's all about patience and experimentation finding out what works for you.