After reading how to get the magus sisters, it says capture 9 of the fiends in Mt. Gagazet. Well, is that the clam lands? Because I captured 6 already in the clam lands and I was wondering if I'm doing this right.

To get the magus sisters, all you have to do is get all the aeons and rent a chocobo from the guy in the calm lands. Ride it up towards Macalania and head right. There will be a broken bridge with a feather in front of it... Hit X and ride on to Remiem Temple

But it says I need 2 crowns to get the Magus Sisters..

Yes, you need two crowns. You'll get the one there if you fight against Belgemene, and you will get the other one at the monster farm. ;)

I did the monstor arena in the Clam Lands and a chest appeared but it says that I couldn't open it.. Then I defeated the Monster when the guy said I can get the first fight free and I didn't get anything from that... And where do I find the guy to rent a chocobo?

You get the other crown after you capture at least one of every fiend in Mt. Gagazet (including the three underwater ones).

And the Chocobo Lady should be around the Calm Lands, depending on where you enter the Calm Lands from. She can be either in 1) in front of the entrance from Macalania, 2) before the entrance to Mt. Gagazet (still on the Lands, though), or 3) near the Travel Agency. If you haven't trained a chocobo yet through her training methods (races), she will be at the northwest part of the Calm Lands.

I can't remember which monster you have to beat at the monster arena to get the crown. But it is one of the stronger ones I think. You crown is not inside the chest!

Why didn't you get anything for the first fight? You always get someting before the battle starts...

The guy for getting a Chocobo should be in the middle area of the calm lands (where the savepoint is). He should stand on the left side when you step outside this area.

If he's not there, he could also be on the left side of the calm lands (where the strong monsters are). ;)

Coming from Mt. Gagazet, where would it be to rent a chocobo?

Walk around the calm lands a bit. It is a good chance for training your characters, too. ;)

But like I (and Vivi FF) said, the most of the times, you'll find someone in the middle (Travel agency) of the calm lands. It happened once to me that I found the person all the way on the left (north west), close to the path where to find Tidus`celestial weapon. :)