Answer to "Why can't I get any television stations?"As of Feburary 17, 2009, televison stations in the United States switched to digital broadcasts. Unfortunately the Sony Watchman only picks up analog signals. There may be no stations still broadcasting analog signals in your area. Check with your local TV providers to see if any stations are still broadcasting.
Answer to "What kind of batteries does this need?"The Sony FDL-220R Watchman takes 3 AA batteries.