Don't be scared at all. YOU WON'T FRY YOUR UA-5 OR YOUR BATTERY if the polarity isn't right on your cable. The UA-5 just won't come on. I've done this before (had the tip in backwards) and nothing happened to my UA-5.
What you want to do is to dedicate this cable to ONLY your UA-5. If you come along later and say another electronic component also uses 9V and happens to have the same tip. Say you decide to try the new componet with the 9V battery...if you don't remember to swap the polarity of the tip, you could fuck up the other component.
Course the flip side of this is that I've done this and a week later I come back and hook up my UA-5 before a show and then it won't power on. So after going through mental conniptions, banging my head, mental vocalizations (muttering every cuss word in the language), and cold sweats, because I fear the worst that my UA-5 is forever dead, I realize that I hadn't returned the tip back to the right polarity.
So the solution is to only use the cable with the UA-5 and never ever EVER use it with anything else.