Battery Converter

I read an article a while ago about someone who uses a GPS receiver and got fed up of it going through his 'AAA' size batteries so rapidly. What he did was to make some kind of adapter so he actually powered it by a couple of 'D' size batteries which were connected to a couple of dummy 'AAA' size batteries in his GPS receiver. This way, because 'D' size batteries are more powerful, he didn't have to change them as often.

I am interested in making a similar adapter, but my electrical engineering skills aren't quite up to the job. I was hoping to find something on the Internet about how to make one, but I can't find anything. Does anyone have any ideas?