Do you use an AC adapter sometimes?
I was going to post about almost this exact same subject tonight.... Bought myself an AC adapter for the GP32. (First, I can't stop playing it and swapping out the rechargables when the game(s) gets interesting sux, and second, just makes sense to skip the middleman and drive up my power bill directly)
Started using the adapter, took forever to get the thing working properly as the GP32 manual and the little diagram on the bottom of the GP32 (mine at least) are telling two different stories, so figuring that out was a pain. After a while I got the adapter working and it's a beautiful sight... Woo! So I put the adapter away, and decide to go cordless and the batteries stop working. Now I'm having a cow, cause I figure something with the adapter overwhelmed the thing. Use the freshest charges batteries... Try each one in my MP3 player, and they register as full power, so they're fine. Then I realise that in the adapter plug there's a little catch that disconnects the batteries when the adapter is plugged in. Stuck a piece of plastic inside and turned it around the adapter center pole and lo and behold, it worked.