I dunno. Try positive-to-positive and negative-to-negative. Here I am assuming the object you refer to as "4 double a socket" is a battery holder intended to hold four AA batteries in series. The expected voltage across a stack of four AA batteries is about 4*1.5 = 6 volts, and that's not exactly the same as 9 volts. But those 9V batteries are kinda weak anyway, in terms of internal resistance and how much current they can really supply. So substituting a 9V battery in an thing that normally uses 4 AA batteries... the idea is not that crazy, erm... depending on what exactly the thing, the load, is.