Device to use while changing a battery

An acquaintance at work told me of a device that evidently fits into your cigarette lighter, is powered by a 9volt battery, and will keep the memory of the car radio alive while you change the battery. Anyone ever hear of such a device? I bought a new battery for my car recently, and Advance Auto parts swapped it out for free. They brought along a third battery and connected it to my cables and kept the memory alive that way. It was precarious in that there were some occasions when the jumpers seemed in danger of snapping off.
Luckily, it didn't happen.

Yeah you can buy them for about $20. I went to radio shack and bought a powerpoint adapter (cigarete adapter) and a 9v plug, wired them correctly and had about $5 and an hour in the whole deal, saved $15.

easier to do:

leave the car running while you change the battery. a little hard on the alternator...but if you do it quickly, no big deal.