I replaced mine last weekend-- it's easy.
Step 1. Remove the scotch tape holding the ring piece and the key together that originally was held by the clip.
Step 2. The end that attaches to your key ring has a small flat black piece of plastic that you will recognize when looking at it that pops up with the help of a very small screwdriver of knife blade.
Bingo - there are you batteries. I had to get them from the jewelry dept at Target. cost about $5 for 2 batts
That just makes me laugh because me last key was actually held together by elecrical tape. I just thought it was funny. Electrical tape (being black) seems to blend it a little better than other types of tape.
Quick fix for this (what I did)...head over to good 'ole eGay, buy a switchblade remote from there...just swap out the key part, boom...new(er) key. Just gotta remember to reprogram the key to your car.