What is the Mclip matrix after the projection matrix and before the viewport scale matrix in D3D9?

Question

I thought I understood perfectly how the vertices go through the 3d pipeline but in this article http://msdn.microsoft.com/en-us/library/ee418867%28VS.85%29.aspx a new matrix multiplication appears appears that makes the transition from projection space to clip space.

I thought that projection space = clip space ( as in the case of OpenGL: http://www.opengl.org/resources/faq/technical/transformations.htm )

What is the exact purpose of this matrix and is this stage still present in the D3d9 pipeline? If it is, how can I change it from the default identity matrix to something else?