SO I have a wall wart that is rated at 5v and 2.5 amps. I would like to know how to modify it to provide enough for the arduino about 6-9 volts?
I'd suggest you find another one. However, the first thing I'd do is measure the actual output voltage. If it's a cheap one with a transformer you will no doubt find that its output is greater than the specified 5 volts at currents lower than the maximum load current. Don't be surprised if you find it as high as 9 or 10 volts. Cheap wallwarts are not renowned for producing quality output. jack
If you are very lucky its regulated and provides a nice clean 5V already to drive the Vcc pin... However measure it first!!
You could... search for a DC/DC-converter to increase the voltage.
Using a higher voltage power-supply and creating 5 volt with that will probably be easier.
I would like to know how to modify it
If you have to ask then you can't do it.
They are all different inside and there are safety issues with modifying a mains unit, especially if you don't know what you are doing.