1) You've put them in wrong
2) Check the positive terminal on the new batteries isn't wider than the one on the old batteries.
I mention 2) as I had an issue with a battery powered gizmo some time ago, where the positive terminal in the gizmo was "protected" by a couple of raised plastic lugs.
New batteries had a wider positive terminal than the gizmo was expecting. Result: Battery positive terminal "sat " on the lugs and never touched the metal contact. Found some different batteries and used them - don't be tempted to trim the lugs; they are here to protect the device in the event you manage to put batteries in backwards.
HTH, October 2016
