Does it hurt something if the amps on a power supply are too low?

I plugg a 9v DC 850 MA power supply into my sega genesis, which takes 9vDC 1.2A, it does cause a distortion in sound *humming but it seems to work fine, i read somewhere to little amps can hurt the sys. over time but too many will just cause it to get warm, if i continue to use it, will i hurt the system?