Straddle two LEDs around your battery matching the + and - of the LEDs to the + and - of the battery. With the + side facing down, gently bend the LEDs upward at a 25 degree angle, making sure the + and - wires of the LED do not touch.
Tape the LEDs into place by putting tape on both sides of the battery and lights. Make sure the tape covers the edges of the battery and trim the edges.
If you want, you can try the LED battery box instead, but remember you need TWO LEDs http://www.instructables.com/id/Tealed-Led-Battery-Box-not-glue-nor-solder/