The ME Super needs a battery to operate the meter and the electronically controlled shutter. However, it is designed so that it can be used in B and at 1/100 (or is it 1/125?) second without battery power. Try setting it on 1/100. That's why there are the settings "M", "A", "1/100" and "B" on the selector dial.
I have an ME Super but I don't have it with me. I don't know if a dead battery will prevent the film advance from working. I'm afraid that I don't think it will, which would indicate something more seriously wrong.
Is the shutter open and the mirror up? Mine will occasionally stick in the open position when I shoot in Auto mode. When this happens, I change to 1/100 or Manual mode and it usually clears it up. Someone may have had this happen and left it that way, running the battery down in the process. You could try a new battery. They're not expensive.
BTW, if you don't have a user manual, you can download one for free from Pentax USA's website at
PENTAX Digital Cameras and DSLRs - Official PENTAX Imaging Web Site. Click on the support button and then on "self support". Follow the links for manuals and literature. The manuals are mediocre photocopies in PDF form. The print quality is lousy, but the information is all there.