This tutorial will show how to make a soft battery holder for 3V lithium coin-sized batteries.
You need just 5 pieces of felt and two pieces of conductive fabric.
You can cut the pieces with a pair of scissors. Get the pieces from any local craft store, and zelf conductive fabric from LessEMF. You'll also need some iron-on adhesive backing from the craft store.
Alternatively, you can get all the precut pieces from http://store.aniomagic.com/cute_holder.php