Gather round as Mr Mark schools you in getting ghetto on your fx.
What to do is find an adaptor that daisy chains your 9V Boss style effects, should be a female connector. Snip this bad boy so you have a connector end and an end where you expose 2 wires, one should be red and the other black/bare.
Now open up your fx box and find the battery clip. Cut the clip part off and strip the wires, a red and a black usually. Now bodge the two reds together and the black with the bare. Give a little bit of solder to hold them together and tape them up for good measure. Now you just have to thread the cable out of the fx box and onto a power supply.
To help illustrate this i present to you my awesome and jaw dropping pain skillz, and a photo of my pimped Big Muff.
Booya (ignore the mess of my living room floor, was doing some soldering...)
