I plan to use a 9V battery
Small rectangular battery? Bad idea, they have very limited capacity and are expensive.
then I plan to use a parallel connected 9V batteries
No never connects batteries directly in parallel, they charge / discharge each other. If you must then use a seriese diode on each battery, but you loose voltage like this.
Better get a clip of 8 AA batteries.
When I connect 2 different power supplies to my arduino and motor shield? my arduino might be affected from the motor shield's power supply ?
No they won't affect anything. You must make sure that the -ve terminals are connected together.
I have read somewhere that was saying that " take off the ' JUMPER ' if you want to use ". What is the meaning of " JUMPER " at Arduino ?
On the very early Arduinos there was jumper link that selected where the power is coming from. These days this switch is automatically done by the electronics. See attached pictures of jumpers.
