The Arduino boards with barrel jacks have them connected so the center contact is positive, or in other words has the higher DC voltage. Use a multimeter, or even just a continuity tester, to identify what part of the "back" of the plug is electrically connected the center contact of the plug. Then connect the wire that goes to the positive terminal of the 9 Volt battery to that part of the plug. The only other part of the plug that a wire can be attached to should be connected to the negative terminal of the battery, but it doesn't hurt to doublecheck that it's really electrically connected to the outside contact.