Note: You will need a small Philips screwdriver (looks like an x).
Locate the screw at the base of the device.
Unscrew the base.
Remove the cover, pulling from the side with the screw hole.
Locate the battery.
Gently remove the battery from the terminal.
Note the battery terminals (+, -).
Place a new battery in the device (CR123A).
Ensuring that the hooks go in first, replace the cover on the device.
Screw the cover back in.