Hi sawhit4!
You can use regular AAA. But you need some springs for the battery compartment. They are option parts and i don't know if tiny add's them to the pack they sell. You can make your own springs out of thin steel wire. Search for a picture of the springs, it may help you to build a set.
Otherwise you can solder a battery pack by yourself, a lot of work, cause the batteries won't last long
diets - hopes this helps