Step 1: Things Needed
Heat shrink tubing
Inexpensive flashlight to modify (eg. Techlite Lumen Master)
3AA battery holder with cover
3 AA NiMH batteries
Step 2: Extended Battery Pack
If it doesn't come with a battery holder, you can make an adapter instead to hold the wires. This one fits AA battery holders so you may want wider dowels. To make the extended battery pack detachable, you may use 9V battery clips or DC power connectors.
Note that in the photos, I sawed the aluminum body.