1 - Carefully remove the top from the 9V battery making sure not to damage it.
2 - Cut 2 pieces of wire to the length you want - one black and one red. I typically use 20 or 22 gauge wire.
3 - Turn the battery top over so the terminals are facing down.
4 - Solder the red wire to the female terminal (the larger, cup-like one), and the black wire to the male terminal.
5 - If you want to insulate the connections you can use a dab of hot glue, or cover them with tape.