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I think I found instructions on this site. Basically take a 1/2" dowel that matches width of a AA battery, and insert screws on each end so the length is the same as a AA. Wrap the + wire around the screw one end, and the - wire around the screw on the other end, and tighten. Insert into the battery bay.
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Thanks --
I presume that the hd-p2's battery case is set up to run the aa batteries in series (i.e. establishing a connection between the negative terminal of the first battery to the positive terminal of the second battery, etc.) -- thus, using only one wooden dowel will likely have the same effect as inserting a single battery (no power to the hd-p2). Instead, you'd likely need to assemble two wooden dowels -- one to mimic the positive terminal of the first battery and the other to mimic the negative terminal of the last battery. Although I don't have my hd-p2 in front of me, it would likely also make sense to use a third dowel, perpendicular to the above dowels, to act as a spacer between the "battery" dowels and keep the battery dowels in place.
Can anybody who's run nimh aa batteries in the hd-p2 comment on the accuracy of the battery meter? This sounds like a great project for my external nimh battery packs if the battery meter's accurate with nimh batteries.