Isn't there a switch on the light? If not a button, then a twistable tail? If that doesn't work, have you check to see that the batteries are facing the right way? Finally, does it look like the positive and negative sides of the batteries will be able to make contact with each other? Sometimes, the wrappers of Li-ion batteries will rise far enough above the contact points of the battery that they just won't touch. Some people try sanding the wrapper a tad, others use magnets (and others also advice against this), and then there are special magnet adaptive spacers created by Milkyspit, I believe, that let you use the magnet safely. (safely, meaning the magnets won't slip off to the side (touching the body), bridging the connection between the positive and negative currents and shorting out the light (at the least).)