Bill,
There is a detent switch built into the AC adapter jack that could be the culprit. The way it appears to work is in order for the batteries to power the system the AC adapter plug must be pulled out. When you push the plug in you must push it in until it clicks, which turns off the batteries.
The only other thing I can think of is that you may have had a single battery of the 8 it takes to power the unit, in backwards.
Not sure if any of this will help,
Gary
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PSR-S950, TC Helicon Harmony-M, Digitech VR, Samson Q7, Sennheiser E855, Custom Console, and lots of other silly stuff!
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