AAA sized Li ion rechargable batteries on DX - http://www.dealextreme.com/details.dx/sku.974. BUT, they're 3.6V, and not protected. So being 3.6V, they have their users, but they can't substitute for normal AAA batteries in most applications. And you have to be careful with them since they're not protected, but they are very useful when used responsibly.
You must use batteries of the appropriate voltage in your laser. It is not designed for 3.6V lithiums, so you shouldn't use 3.6V lithiums in that application, you should use batteries of the voltage the laser is designed for.
Sorry for the confusion, I was just trying to point out that you can easily get rechargeable lithium ion batteries in a AAA size (which someone above said you couldn't), but that not all batteries of a given size are usable for a given application. wooooo is right, if your laser is designed for normal 1.5V AAA batteries, you should only use 1.5V batteries, which are available in AAA size (such as the Energizer batteries he mentioned), but you should NEVER use 3.6V AAA batteries in place of 1.5V batteries.
For educational purposes only: As far as the batteries I linked being "not protected", this goes back to the dangers of lithium batteries in general. "Protected" lithium ion batteries have a protection circuit built directly into the battery to prevent the battery from operating in a dangerous manner, or in any manner which would harm the battery or cause an unsafe condition (starting a fire, exploding, etc.). "Unprotected" batteries do not have this protection circuit built in, therefore you must be more careful in their use as it would be much easier for them to operate in unsafe conditions. If you don't know much about batteries, I think most experts would suggest that you stay away from unprotected lithium ion batteries.
Because these DX batteries have the same dimensions as an AAA battery, but they operate at 3.6V, against 1.5V for a normal alkaline AAA. They're not real AAAs, they just are the same size. Your WL is designed for 1.5V and probably will not respond very well to 3.6V.
The protection circuit on a Li-ion battery triggers on a certain voltage to protect it from being drained to deep. Li-ion cells cannot be drained too deep, that will damage them internally. The DX batteries do not have such a protection, thus can be damaged easily.