The remote uses infrared so you can't see the "light" with your eyes. However many video and digital cameras can see Infrared light - look at the bulb through a video/digital camera and press buttons - if it is working should should see it flicker. First try the camera with a working remote (e.g. tv, dvd player) to ensure the camera can see the infrared and doesn't filter it.
Also I wouldn't discount the possibility of a bad set of new batteries.