You didn't mention how many batteries you replaced. If it was only the 3 (AAA) in the hand held remote, you have 4 (AA) to go in the remote's receiver. It's the black box, inside the fireplace.
Depending on how long the batteries have been dead, the remote may have lost it's privacy/frequency code. In which case, it can be reset.
here is a link to your Owners Manual
http://literature.mhsc.com/ambient/manuals/RCMT.pdf in case you have misplaced yours. You can download and print it, if you like. It will walk you through how to reset the privacy/frequency code. It has a Trouble Shooting Guide, that can prove invaluable.
Also, make sure the pilot on your gas logs or fireplace is burning and the Control Valve Knob is turned to the ON position. If it isn't, the remote control will not work
Hope this helps solve your problem.