Not really disagreing with GreenLED, but I feel the points he made applies to almost every light except the U2.
This is why I recommended Pilas for other lights, if he doesn't intend to use his cells only in the U2.
I think AW sells LG Li-ions and these (as well as Sanyo and a few other brands) are very high quality cells that are protected from short circuits, but not from overcharging and over-discharging.
From what I've see on my cells and the U2, which won't over-discharge the cells, there should be very little risk in using un-protected cells as long as you use a good charger.
And I totally agree with the point on reading up on potential hazards with Li-ions.
Sverre