You obviously do not believe me so look at this link
http://www.kpsec.freeuk.com/powersup.htm
Under the Dual Supplies section.
It shows two supplies in this case 9V with the +ve of one connected to the -ve of the other. This point is zero volts and corresponds to your arduino's ground.
The free -ve output should be connected to the Vss pin, the free +ve end (if you have a 5v supply) should be connected to the 5V on your arduino.