There's been a lot of discussion recently about Li-Ion batteries, and as I've said all along it's pretty essential to include a protection board. So as I've just been building a battery pack, I took some pictures to show the method I used. I first align the batteries in a jig, and apply a little hot-melt to hold them together. Next weld the terminals together, add insulation under the board, and fit the protection board - lastly a piece of heat-shrink round the pack.