OK, follow these steps:
1: Set your meter to ammeter mode. It probably has a special high current jack, so you'll need to use that one.
2: Plug the red meter lead into the high current jack on the meter.
3: Plug the black meter lead into the "common" meter jack.
4: Disconnect the positive wire that connects the power supply to the power strip.
5: Hook the red meter lead to the positive wire on the power supply.
6: Hook the black meter lead to the positive wire on the power strip.
(Actually, the meter lead order doesn't matter; if you hook them up backwards, you'll just get a negative current reading).
The meter should now be IN SERIES between the power supply and power strip.
7: Turn the meter on.
8: Turn the power supply on.
9: Hook up your load and have fun measuring.
