I had the same problem, make sure the batteries are making a good connection. I had to put a slip of thin card on top of one battery to ensure it pressed firmly on the contacts. There is no need to reprogramme the keys when replacing the batteries. Also make sure the surface of the battery is clean, some come with a thin film on the surface.
Some on the Volvo forum have reported that some makes of battery don't work as well as others.
