Replacing adapter with batteries?
If you wire your batteries up in series to get the voltage you require, the current will be the same as from a single battery, if you do need to change this you need to wire another set of 6 in parallel.

That having been said, a very quick search showed that most AA batteries are rated to give a max of about 2400mA, which is ample. HOWEVER 500mA is a fairly large current draw assuming that the device actually requires this much, (which it won't) this means you will run the batteries down quickly, although you do have 6 of them...

To use your multi meter to measure current you must place it in series with the supply, so, positive end of supply - positive multi meter probe, (goes through multimeter) - negative end of probe to positive input of your device - negative end of device to negative end of supply (as normal).

MAKE SURE YOU HAVE THE MULTI METER IN CURRENT MODE!!