Er... I set the resistance to 0, but hopefully I did it right. I don't know what a load is...What is the input resistance of your meter?
If input impedance is extremely high, the meter draws virtually zero current. The meter may show a voltage, but there would be nearly zero "useful" current available.
When testing cells, you should always apply a load. For what you are measuring, something like 1/2-1mA (1k-2k Ohms/volt) between the two electrodes.
If you don't put a load on standard batteries, such as AA, they will almost always read as around 1.5V good or bad, even though bad cells drop to 0.9V when given a 10mA load.