well like i said #1 thing is get a 9.6v NiMH
Its doubly so since it the older style they don't work all that well even with a brand new 9v. However you might be able to see if you can get it work by sticking a penny behind the solenoid clapper (the round thing).
There is a possibility that your capacitor is blown if you can't get it work ( visually inspect it, for burns and bulges. They can be replaced but i don't remember where or what specs to use for it anymore.
Otherwise check for general things like, is there a loose/pinched/broken wire, does it turn on, is the battery charged (or in your case does it even have enough try a brand new one from the store and not one that has been sitting in a drawer). Did you turn off the safety? you wouldn't believe how many times that would happen, but it does.