Nigel, here is a diagram of the Lace Looper from Mammoth Electronics, available in 3, 4, or 5 loops and lots of powdercoat options.
On that diagram, you insert the diode at the bottom left hand corner, in the red lead labelled 'wire to main 9V+', with the stripe on the diode pointing towards the right.
Assuming that the DC input socket isn't a PCB version?, you simply unsolder the red wire from the socket, solder the striped end of the diode to the wire, and the other end of the diode to the socket. If it's a PCB socket, you simply cut the track near the socket, and solder the diode across the cut.