Before you take out the main batteries, "AA", make sure that the HP 95LX is TURNED OFF.
Do NOT remove the main batteries at the same time as the backup battery. The backup battery provides the power to maintain RAM disk memory. If you take both main and backup batteries out, all of your internal RAM memory will be erased. As added insurance, you can leave the HP 95LX plugged in to the AC power supply while changing batteries.