Howdy,
I use these all the time for quick and easy temp measurements. If you want to measure negative temperatures, you will need two batteries or power supplies. (one for + voltage and one for - voltage.) If you don't need to measure negative temperatures, then a single 9V battery works great. Follow the suggested wiring diagrams in the documentation from Analog Devices, and it should work fine. Your thermocouple connects to pins 1 and 14, and the output pins are pin 8 and any of the commons (pins 1, 4 or 13). Seems like you're just measuring one pin wrong.
I use a simple USB analog input device when reading the temp into the comptuer, and do a little math to convert the mV input to degreesC or degreesF. If the output voltage doesn't look right (for example, if the output voltage decreases when the temperature increases) try swapping the thermocouple inputs. The attached schematic is what I use, and it works great (within +/- 1degreeC accuracy) between different chips or TC's. Attached is a pic of the schematic I use.
B-)