From the FAQ:
It must be a DC power supply. It must supply direct current as output, not alternating current.
The connector jack must have the center pin as positive (+) connection, and the outer sleeve as the negative connection.
The connector jack must have a 2.1mm center pin and a 5.5mm outside diameter. Make sure it's the correct size, or you might damage the car/home sensing switch by forcing the jack into the player.
The voltage can be in the range of about 12v-16v DC, the exact voltage doesn't matter much.
If you search, you can find many options on Amazon, like
this or
this. Be aware that the player does do some things differently in car mode versus house mode. I believe that in hijack you can force it to car mode. I would also use it with a power source that is ignition switched if possible or you might accidentally forget to unplug it and return to your vehicle to find a dead battery.
I used to carry one of these in my empeg bag at all times for when I used rental cars (along with an aux cable and a fm transmitter). Never had a problem.