A worklamp is a necessity anyway... just get a cheapo desk lamp with a rubber tipped clamp, the type you'd get for a dorm room. That's what I use, had it since I bought it for my dorm room in 1998.
You bought the Radio Shack DMM and it didn't come with batteries? Return it, that's used, it comes with batteries. I don't remember if they were in the package or the DMM itself, but it definitely came with batteries.