remove key blade silver cap by pushing silver button at rear of key. Turn back over so front of key is face up. Press black plastic 'button' fully (which was inside chrome cap that you have just removed) and pull sliding battery holder out. Replace battery. Reverse procedure.Done. For most procedures/information,as below, check handbook first.
I know you might have well already changed the battery but I've had my car say the same thing as I always keep the key in my pocket but after a long journey with the key in the dash it seems fine. That was a few months ago to.