You should get between 20 and 30 hours of use out of a set of AA alkaline batteries. If you just let the system sit idle, the fully charged batteries will run down in about three months. (If you anticipate not using the system for some time, back up your files and remove the batteries.)
You should get about a year out of a lithium backup battery when used only during battery changes. The backup battery will last about eight hours if the Main AA batteries are completely dead or removed.
RAM card batteries should last about one year.
If you insert new batteries and you still have a "low battery" warning, turn the HP 95LX on and off a few times. If it stays on you may have a malfunctioning battery level sensor. Send the unit back to HP for service.