The Initial test run of the Hybeam Tactical Flashlights ships with Two (2) LED modules.
The installed module uses a Lithium Battery (Model LC 14500)
A Few Key Points to follow when installing your AA Battery LED Module:

The module with the silver bottom only works with the lithium batteries (left)
The module with the gold/copper colored bottom works with AA batteries (right
When you reinstall the module DO NOT TIGHTEN too much. If you install the module and the flashlight still does not power on, unscrew the module a few turns to get a better contact with the battery.

If you would like to use the Lithium batteries, which have a longer battery life and are rechargeable, you can pick up the correct battery at any battery supply store, or on amazon ( see the link below)