rliu - I am also having similar issues with my rear derailleur / cassette / chain.
I have a retro Campy setup - 9 spd, 53 x 39 chainrings and a 13 x 26 cassette. The cassette, chain and rear derailleur (mid cage) are new and 9 spd - yet in small ring, rear derailleur is making chain rub against cassette - mainly gears 1 and 2, and 3 isn't completely clean. When I mentioned about using a slightly longer B screw on rear derailleur, the LBS were reluctant to go down this route re safety concerns etc. So, will re-read the responses here to see whether there is anything which may help me. Thanks.