No. It shouldn't have done anything. They design those pedals to cut off battery power when you plug in the power supply. Are you sure you used a 9v DC power supply? If not, you probably ruined the pedal.
My Gear:
American Deluxe HSS Strat
Crate GT212
Vintage '66 Fender Champ Amp
Dunlop Crybaby 535Q
Jekyll & Hyde Ultimate Overdrive
Vintage '74 MXR Script Phase 90
Vintage '77 MXR Flanger
Orange Squeezer (clone)