The battery holder slides out of the bottom part of the key.
photo by Matt Wright, 2009
You've now exposed the batteries. Before you remove them, take a look at how they're in there so you can put the new batteries in correctly. Most remotes have a + sign on the side that gets the + side of the battery facing up, but you'd be mad if yours was the remote that decided not to provide that info.
Replace the battery or batteries as indicated, reassemble the keyless remote, and you're back in business!