Well that's interesting to know. If a single AA cell will work, then this battery from Frys http://shop4.outpost.com/product/2977135?site=sr:SEARCH:MAIN_RSLT_PG for $6.99 should work because it puts out 3.6V. I bought one at the local Frys for $5.99 (but haven't tested it yet), so that's considerably cheaper and more convenient than mail ordering a perfect replacement for $7.99 and paying shipping too. Of course, that only helps folks with a local Frys.
I also found the this http://batterystore.com/Eveready/A21PX.htm for $7.99 which looks like the same battery which Radio Shack sells.