Whoo hoo! I decided to dissect one of the bullets. I figured that it was either going to come apart and I'd be able to change a battery, or it wasn't made to be changed anyways, in which case, I wouldn't be out anything anyways, as they're both dead anyways. So, I had to get a box cutter to get it apart, but, it does have little prongs and such to snap it back together! Have to make a quick run to Walmart now, as I've been having a "craving" for this thing and it's been dead for awhile now.