Are you sure it is millivolts and not milliamps? 800 millivolts is too low to operate most stuff.
Wall warts are rated for:
The amount of voltage they develop; this MUST be the same as the one that is replaced.
The maximum amount of current they can deliver; this must be equal to or greater than the original. Your device will try to draw a certain amount of current and the wall wart must be capable of delivering at least that much. If it can deliver more then that is probably better as it won't be working near it's capacity.
The connector must be the same. Some have the inside surface positive and some are negative. Get this reversed and smoke can develop.
