Just an additional comment. Looking back at the instructions it may be that you have the setup that uses the 6v power supply. If that is the case then the plug you speak of is for 6v input and it provides power to the servo(s). Do you have one? In addition you need a 9v battery of which size (current capacity) is not specified. For the battery, which may be like one used in a garage door opener or smoke alarm, will apparently provide power to the servo controller and you will need a plug adapter such as the one Radio Shack has, called a "battery connector", Catalog #270-324 for $2.95. In that case, again, red to + and black to - on the battery, no switch shown in the circuit. The diagrams do not show how the servo controller is hooked up to the servo, I would imagine with the plug on the servo but still doesn't show how you get the 6 volt power to the servo. Not very good instructions on the electrical hook ups' so contact with tech service is needed. Be sure to ask about the size of the 9v battery if that is the setup you have.
Marv