You need to connect it in series like this:
(+)-------(+)Ammeter(-)------(+)
Battery......................HHO
(-)--------------------------(-)
Ignore the periods above... they are just to make it format correctly.
Also, you can use the ammeter on the negative side of the circuit, just make sure to reverse the ammeter. The idea being that the positive lead of the ammeter needs to be on the more positive side of the circuit. ie. closer to the positive battery terminal than the negative lead.
(+)--------------------------(+)
Battery......................HHO
(-)-------(-)Ammeter(+)------(-)
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Some days I get the sinking feeling that Orwell was an optimist!