Forgive me, not trying to insult your intelligence, just starting at the beginning:
[1] Is the battery inserted with the proper orientation?
[2] Is the battery inserted fully so it kinda clicks into place?
[3] Is the battery inserted in the #1 batt slot? (shouldn't matter, but...)
[4] Does it remain powered up if you simply unplug the power cable, without shutting down and trying to start up off batteries alone?