The 10440 lithium battery is also used in the e-cigar as well as the Janty Stick. DealExtreme is the cheapest source, but you can order them from many places like BatteryJuction, OnlyBatteries, etc. I doubt you will find rechargeable lithium batteries of any type except specialized battery packs in a retail store. Some idiot would be sure to stick them in his NiCad charger and burn down his house!
The reason for the inline battery in the passthrough is to allow it to be used on any USB port. The ones w/o the inline battery will try to pull 1-1 1/2 Amps from the USB power line, and most USB ports can't supply that much current. I would never plug a passthrough w/o an inline battery directly into a computer's USB port for fear of frying the computer! I use those only on a powered USB hub or my Kensington power pack.
TT33