JV,
I would be very careful about hooking that adapter up to your radio. It sounds like it might be one of many wall warts that don't have a rectifier and cap built in, just a transformer. If so, that diode the techie described makes all the difference in the world. If it is in series with the coaxial jack, it would accept the half wave where it was forward biased. Your unfiltered supply would be Ripley, believe it or not.<G> Many supplies however, use a reversed biased diode across the input to protect against polarity reversal. An AC output adapter will be shorted every half cycle in that case. The diode might short out if the transformer can deliver more than the diode's rated repetitive current. The transformer could open up a winding or protection or just be loaded down.

You said that you had your meter set on DC. Did you check it on AC? Your best best is about a 6 Volt DC output center negative on a coax plug of the right id and od. Going to the store and guessing those darn diameters is always the biggest problem for me. Are you sure that you really have one that fits? I just built a regulated car supply/charger for my little one's DVD player and went through 5 or 6 plugs in my drawer o' stuff, before realizing I had to head over to Radio Shack fot the biggest size that they sell. If you don't have the - on the center or a reversible plug, and don't feel like using dikes, a soldering iron, and heat shrink, just buy it from them. Save the money that all your time is worth.
Joe