The obvious place to begin disassembling any organism is the belly. Pleo has two screws on each foot.
The battery compartment is in the middle, along with the the USB port and SD slot. There's also a debug port hidden underneath a cover next to the power switch.
Pleo came with a USB cable, but it's not clear what it's intended for. Ugobe's instructions for add-ons like their Holiday behavior require a SD card and reader.