How to Create a Wrapper Class In Batch Apex

we can build a list of your custom wrapper class in your execute method, and maintaining that list at the class instance level.
You then want to use the created wrapper list in the finish method of Batch Apex.

If so try using the Database.stateful interface in your Batch APEX class:
http://www.salesforce.com/us/developer/docs/apexcode/Content/apex_batch_interface.htm

See: Database.Stateful

Note: Please use careful, since maintaining these objects adds to your total heap size usage