Steripen have issued a statement (which they will be making very clear on all new packaging/instructions for the Classic) to say that alkaline or nickel cadmium batteries should NOT be used in the Classic model. Below is a section from their recent notification.

Alkaline batteries simply do not have the electrical output necessary to support the effective dosage and purification of water by the Classic SteriPEN.  You will note that this language appears on our packaging, our website and our user’s guide - saying that neither alkaline batteries nor nickel cadmium batteries “are recommended for use with the SteriPEN” Classic.  I would like to put even more emphasis on this and say that under no circumstances should alkaline or nickel cadmium batteries ever be used with a SteriPEN Classic.