To more directly address your question...no you're not doing anything wrong. Five hours out of two AA Alkaline's is about what you should expect. As others have said, rechargeables are the way to go, but before you still might need to buy alkalines, say for festivals or other situations where you need long run times. When I've used the R-09HR at a festival, I just buy one of those 20 packs and I plan on going through almost the whole thing over the weekend, if that gives you any indication of the battery usage.