Since Nostatic likes to shoot in the desert, where it's pretty sunny, this is somewhat relavant. Just called Millett, which looks to be handled by Bushnell now. They said the knob on my scope needs to be turned all the way counterclockwise to turn the battery off. All the way clockwise makes the red dot big and the other way shrinks it down to nothing. No mention at all in my user manual about this turning the battery off and the cust. service rep. said they'd look into that. In fact, my user manual specifically says the scope has a sensor that reacts to ambient light when the lens covers are flipped up. WTF?
This is the model I have.
http://www.millettsights.com/controller.php/cat09/zoom_dot
So....I'll try another battery and be sure to turn the knob all the way back when done shooting from now on and will see if it lasts a year or so. Turns out my battery is not totally dead, as I can see the dot grow and shrink indoors. But it's faint and would never work in the very sunny conditions here outdoors.