This is a tutorial showing how to build a simple circuit that will allow you to run a Dell Axim x50v series device (or anything else that uses 5 volts DC at up to 1 amp, such as an iPod) on AA or 9v batteries (or any other 8 to 15 or so volt source). It includes filter capacitors and is based on the 7805 regulator chip. It ran my X50v for 6 hours before the power started to fade away (when the Axim started to use the internal battery) on 8 NiMH 1.2V AA batteries. I used a 9v case to house the circuit, though you can use whatever kind of case you want. It cost a total of maybe $20 at RadioShack, and you can probably eliminate the two capacitors if you really want to (they filter out power surges to protect your device).
http://www.instructables.com/id/Dell-Axim-External-Battery-Pack--Charger/