I have never had a problem getting the three 9-volt batteries to snap  
together.  Are you using identical batteries from the same manufacturing  
batch?  
Maybe you need to press a little harder.  As with clothing  snaps, they may be 
hard to snap together.  There is only one way they can  go together; two of the 
batteries are side by side, and the third faces these  and connects all three 
together with the snaps.  That leaves two snaps free  to attach alligator 
clips.
 
Jill