The battery has to be in the right way around, almost always with + showing on the top and the - contact underneath. Usually it's well marked or fairly obvious.
Remotes almost always use a CR2032, which is also 3 volts and looks almost the same as the CR2025, but it's twice as thick. Maybe your CR2025 is too thin to fit the battery contacts properly?
A lot of these button batteries are DOA though. If you have a battery meter, you can test it (if not, go buy one for $10, they're well worth having). Fortunately they only cost about 50 cents each at the dollar stores.