Are you asking how to wire the circuit or why it isn't working? For the circuit, run your positive to one leg of your switch and another wire off the other leg to a splice where you combine all the positive leads for the lights, then take all the ground leads from the lights together and splice them with a single lead going back to the negative side of your battery pack. That will give you a parallel wiring for the lights, which will power them at the rated power of your battery pack, and that you want to match the rating of your LEDs (if you're only going to use two AA batteries in series—mounted in the typical back-to-front fashion to each other—to get 3V, you want 3V LEDs or you could do four AAs in series to use 6V LEDs or two packs of two series-wired AAs wired to each other in parallel to run the 3V LEDs longer, etc.).
If you're having problems with the circuit, make sure connections are all good, the switch works, and that the LEDs are rated for the voltage you're using (sometimes you think things are secure, but they're just pretending and laughing at your frustration.). If you're using some cheap no-name connectors from a populous land of great history and tea far overseas, don't assume polarity—I got some DC connectors for the li-ion packs I use and after some cursing and head-scratching, I realized that they were opposite to convention. Then I did it again a year later when I wired up another bike because I forgot.
