Batteries only last 4 weeks

And what?

I'd like to know if its wired up right I have 1 white wire going to 'w' on unit and 1 black wire going to 'r' it is just a heating unit no a/c and I have switch on back set to 'gas or oil' everything works good except batteries only last 4 weeks

Is this a new development, or has this been the case all along? Does the thermostat and/or furnace have a terminal marked C?

No its not a new development its always been like that and no c terminal the terminals are w,y,g,o,rc,r,b and not used

Stop buying batteries at Big lots/dollar store,, kidding

What does your manual say that terminal B is to be used for?

If the thermostat has no "C" terminal, it is what is referred to as "power stealing". Since there are no control circuits other than the heating circuit, it cannot get power from the heating system for it's own operating requirements. You have three choices: 1) keep feeding it batteries, 2) add a "dummy" relay to create a power stealing circuit, or 3) purchase and install a thermostat with a "C" terminal connected to the low-voltage common of the furnace (options 2 & 3 will require a third control conductor).

Does the tstat have a backlight that might be staying on even when not needed,these can draw the battery power

Thanks kc you've explained it well I'm not good on electrics so I'll just feed it batteries from the dollar store and wmproop I do buy cheap batteries I'm a scotsman what can I tell you anyway thanks for all your help lads