Also make sure you don't use a card larger than 2gb in the capture or you're asking for problems.
I only use Sandisk 2gb cards in my 2 captures and never had problems with pics being saved or transferred.

The lcd will show B Low when the batteries get low.
I've had good luck with Duracells.

We own 12 Cuddebacks and have not had this issue or any problems with them.