Did you replace ALL the batteries?
Open the door to the battery compartments on the bottom of Elmo's feet with a Phillips head screwdriver. Remove the old batteries.
Place the AA batteries in the battery compartments according to the polarity indicators designated by a (+) and (-) sign.
Replace the battery compartment covers. Replace the screws. Set the "On/off" switch on the bottom of Elmo's right foot to "On."
Slide the back cover off the activation box. Install the two AAA batteries in the compartment. Place the batteries in the compartment according to the polarity indicators inside the case.