Hi, if you have a key with a separate transponder (a blipper to lock/unlock car) it should have a circular cover on the back, you open this by putting the edge of a coin in the small slot and turning anti-clockwise till it stops (about quarter of an inch, there are markings to show you) then remove cover to reveal battery, you can then change it and replace the cover. You may need a thin knife or screwdriver to prise off the cover, battery required is size CR2025, you can get a panasonic 6 pack on eBay for about £2.50. All these details are correct for a 2003 model, don't know if they changed on later models. It's simpler than it sounds, I just tried to be precise for you.
If the cover's broken at some point and been replaced with an aftermarket cover you have to split these open along the seam, use a knife or similar, the batteries tend to slip about a bit inside these, a little bit of blutack will hold it in place, then just push the two halfs back together.
Good Luck