Eek, sounds like either there was either a bad battery or you have a faulty transmitter unit. I've used these headphones quite heavily throughout the review, several hours an evening basically to try out various varieties of music.
At present, I'm still using the original bundled AAA's since I started the review in both the transmitter and headphones and both power up fine at this time of writing, even though I've been leaving the batteries in both units while not in use.
I would suggest leaving these two replacement batteries in for a few days to see if this happens again. If so, consider getting the headphones kit replaced.