Summarize:

To install the switch, you will need 3 pieces of wire instead of 2 as well as a simple switch. Once you strip the wires and get them attached to the battery pack you can proceed to install the switch. Take the exposed metal end of one of the wires from the battery pack and bend it into a U-shape. Loosen the screw on the switch and slip the U-shape of the wire underneath. Tighten the screw making sure that the metal of the wire remains in contact with the screw. Bend each of the metal ends of the wire into a U-shape. Slip the U-shape under the second screw of the switch to attach it. Tighten the screw ensuring the metal of the screw stays in contact with the metal of the wire. Take the end of each wire (one from the battery and one from the switch) and bend it into a U-shape. Loosen each screw on the light bulb holder just enough to slip the U-shape of the wire around the screw. Each wire will be attached to its own screw. Tighten the screw, ensuring that the wires remain in contact with the metal screw. Screw the light bulb into its holder until it is tight. Flip the switch! If your circuit is hooked up properly, the bulb should light up when fully screwed into its socket. Light bulbs can heat up quickly so be careful when installing and removing the bulb. If the bulb doesn't light, check to make sure the wires are touching the ends of the battery and in contact with the metal of the screws.
Gather the materials. Install the switch. Attach the extra third wire to the switch. Hook up the light bulb. Test your circuit.