You will need to have a supply of AAA batteries for replacement. Can be found at most hardware and department stores. You can also order them online here
Press the latch on the battery door on the back of the device and pull outwards.
Install two AAA alkaline batteries into the battery compartment, placing the positive and negative ends of the battery in the correct positions. (Shown as a diagram inside the battery compartment)
Make sure to remove one battery at a time and replace with fresh battery. This will retain information on the device.
Place the battery door back into place on the back of the device; it will make a 'click' sound when properly reattached.