Unless you show us some pictures, there is no way to tell what's going on..
From your description, it's a wonder, that it works at all, but if you say you got shocked by it, i guess it has to. But show us some pictures please. I'm interested as well.
Since it was a wall socket transformer, it was being fed AC, which it then transformed into a lower voltage, and rectified it into DC..
Simply feeding it DC from a battery shouldn't work..
It is possible to turn such a transformer around, but you would need some transistors, that would turn DC into short spikes.. It's not very efficient, but it works.
Otherwise it's not that hard to make a high voltage generator.. I made up to 20kV from a simple flyback inverter transformer (intended for charging flash capacitors) and a diode/capacitor voltage multiplier. I don't know what would happen if i attached a multimeter to that, but i don't want to try.. I did measure the transformer output tho, and it was above 1000V. I measured the output voltage, by trying how long a spark i can make.. 1cm is 10kV through air, i think...
Unfortunatelly i can't get capacitors rated higher than 500V for cheap, so that multiplier is constantly dying, when a cap blows - usually when drawing 2cm long sparks.. Otherwise it could make a much higher voltage, simply by putting more into the transformer. As it is, it works from only 6V...
I also have some schematics that work from a normal transformer somewhere around, and it's actually pretty simple.. But you need a dual output transformer 220V/2x6V.. Or in your case 110/2x3 (if it exists) so you get the same winding ratio...
With a flyback inverter you only need one transistor. I have several of these left, from when i had to charge a bank of capacitors to a very high voltage, only to then discharge it through a huge coil in a split second, and create a powerfull magnetic pulse.. It's fun, but it can be very dangerous.. The current through the coil was a spike larger than 200A... It could kill many people at the same time instantly..