Hmm.. I'm not very good with electronics, but I think it'd help a lot if you can post your schematic so that others can have a look and have an idea what you mean exactly by putting the 9v battery across the terminals..
From what I think I know about capacitors, they have a maximum charge that they can store, so increasing the voltage may not necessarily increase the voltage on the capacitors.. I'm not sure what happens when the voltage you supply is over their maximum though..