To run a MJLED on three cells you need to have a dropping resistor. Shoot for 75-100mA with new Alklaline batteries.
Assuming 3 Volts forward voltage on the MJLED and 4.5 Volts for three Alkaline batteries. This gives a voltage drop of 1.5 volts. comes out to about 19 ohms with a current of 80 mA.
Using 19 ohms and 3.6 volts for rechargable you get 31 mA which is still fairly bright.
or you could do what I did and optimize for 4 rechargable batteries at 4.8 volts. this gives 22.5 ohms for 80 mA and with three alkaline you get 71 mA and with three rechargable you get 26 mA.
Anything over about 90-100mA is BAD for the MJLED.
wwglen.