Get some of these batteries:
http://direct.tesco.com/q/R.100-2045.aspx
Cheap unbranded batteries and standard alkaline types are generally useless in test equipment.
Can vouch for those batteries - they really do last at least twice as long as the top Duracell Alkalines, and are a completely different chemistry. Don't buy them from a supermarket or high street retailer though, as you can buy them in small batches off eBay and it'll work out about half the price. I think the last pack of 32x AA I purchased was around the £30 mark.
If you consider £1/battery too expensive then it might be time to upgrade to a test meter with rechargeable batteries build in. My Metrel MI3000 has a built-in charging circuit and takes NiCd/NiMh AA rechargeable, which you can replace with non-rechargeable cells in the unlikely event that you run out of power during a test.