OK, sounds good. You first need to know how to replace the batteries, that may be in the owners manual. I am fairly sure that at least one of the transponders is actually in the tip of the part the batteries slide in to.
Once the battery retaining part is removed, you can look at the butt end of the key (the end the battery holder slips in to), and you'll see a small wire retainer. Remove that and the rest of the guts of the key will also slide out.