1. Insert a paper clip or pen point into
the small hole of the battery cover located
directly below the keypad. Push in while
sliding cover to the right (Fig. B).
2. Disconnect and remove battery holder.
• Insert 4 new AA batteries (not included)
to power this lock.
• Reconnect the battery holder and put back into proper
position. Slide battery cover back in place.
NOTE: The yellow LED will light when the batteries need
to be replaced.

You can also get the manual here on link below. page 1 tells you how to replace battery.

http://www.sentrysafe.com/pdfs/OwnersManuals/506218.pdf