Hey Jure,
I've got an Orion too. The only difference is that mine has a Q switch and filter, no bass and treble. Just to be safe, I tend to change my battery at least every 6 months. This may seem like a lot but it does give me some peace of mind.
Your sound will start to get distorted real quick, and then nothing like John said. Plus, use a good quality alkaline battery too. Duracell or Energizer.
Has anyone had any experience with lithium 9 volts? Supposedly they last forever.
Peace,
Dino