This guide shows you how to remove the PSP Go's back cover.
Unscrew the four Phillips screws on the back of the PSP Go.
Rotate the PSP so you can see the top of the device.
Unscrew the two Phillips screws next to the volume buttons.
Use a plastic opening tool around the perimeter of the back cover to loosen it on all sides.
Open the back cover by gently lifting the right side, and rotating it to the left side (as if you were opening a book).