Brandyn, you ordered an assembled unit, so it was assembled and tested thoroughly (by me). Using a 9.2V adapter will not cause a problem — you can use up to 12V with no issues.
You probably used an adapter with the wrong polarity. You MUST use an adapter that has a center-positive tip. This is clearly stated in the product information and the polarity is clearly indicated on the board just under the power connector. The regulator is hot because you connected the power backwards.
Please buy or find a 9V DC adapter with a center positive tip and see if the device works.