Your problem is pretty easy and cheap to fix. Radio shack is probably your best bet. Take the little radio adaptor to them and tell them your problem. They probably have an item specifically for that, and it should cost around $10.
Better still, if you have any of those little transformer power supplies that come with cordless phones, games, etc. look to see if they have the characters "12 vdc" on them. Just take that to Radio Shack and tell them you need an adaptor to make it fit. Good luck. RandyD