I recently bought a morley bad horsie wah and when i have my amp on clean i get huge amounts of wah and its bloody awesome but as soon as i flick it over to distorted the amount of wah drastically decreases and i get a fair bit of feedback...like a rumbling sound. I opened it up and all i can see is a circuit board. I think the wire going to the output jack needs to be resoldered but i cant access the jack.
I play guitar =]
if its a distortion pedal, try switching the sequence you have them in, that happened with my delay pedal and the distortion pedal. not sure if thats it, but its something to try
Plug in your distortion/overdrive/whatever you use to distort the sound before the wah.
Generally, the wah should modify your already distorted tone. The thing that worries me is the feedback... check your inductor.
Try to acces the loose wire on the input if what they have reccomended doesnt work.
And by the way nice Gear
My Gear:

Fender 2008 American Series Standard Stratocaster
Hand Made Acoustic Guitar (made by my uncle)
Epiphone Limited Edition G-400 with maestro trem
Boss DD-6
Dunlop Crybaby Classic Wah
Peavey Bandit
But the sound changes with distortion before the wah, sounds more like a gain boost/wah. Not as natural sounding.

What you might need to do is get an output buffer for your wah, to make it work with more gain.
"Breathe, breathe in the air
Don't be afraid to care"

Fender Strat/Tokai LS80>few pedals>Orange Rocker 30