powering the arduino yun

I am currently working on a project using an arduino yun. I want to power the arduino using a set of AA batteries. I have read several times that I cannot use the Vin port to power the yun because it does not contain an internal regulator like the Uno which could damage the board if something goes bad. I've been looking into using a AA battery to USB adapter to power it using the usb port. I found something like this. http://www.eio.com/p-1955-velleman-bh341usb-4xaa-battery-holder.aspx Has anybody used them before? I read that I can use a voltage regulator to be able to use Vin but I would like to use the usb port. Which way would be better to power the board.? can anybody provide me with some guidance on this?

USB Port External Backup Battery Pack for Mobile Devices

5000 mAh $15.99 Amazon free shipping


6 x 1.5 batteries + a voltage regulator costing about £2

search dc lm2596 on ebay