Just two led's? Connect them in series, with a resistor in the circuit.
Battery+-------resistor------led1------led2-------battery- A K A K
A = led anode K = led cathode
try 470 ohms for the resistor to start. The lower the resistance, the brighter the led's and the shorter the battery life. Don't go below, say, 150 ohms. The limiting case is R=0, infinite brightness, dead LED, which is what you're doing now.
John