First of all, you are going to need one of these:
PT78HT233 DC/DC Converter
You can get free samples of these from TI Instruments. Get the PT78HT233.
You can get either the Horizontal, Vertical, or surface mount version. Pick which suits you.
After that you will need to get two extra components that can be bought from almost any electronic component store. You a 100uf electrolytic capacitor as well as an inductor of any relatively small uH value.
Next, you will need a 7.2-9 battery that can cope with a heavy current draw (anything bigger than AAs will work). The diagram below shows how to hook it up.

Make sure you match the negative stripe on the capacitor to the ground pin of the regulator.
edit by marshall: stickied and edited for technical accuracy.








